There are PDFs of all codices, some codices are PDF only actually. 

This is Vassal the base software:
[url=http://www.vassalengine.org/]

And here is where you get the Warhammer 40k module for vassal:
[url=http://vassal40k.tripod.com/]

I also advise getting Battle Scribe it is great for making lists.
[url=http://www.battlescribe.net/]

This is all completely unofficial and not connected to Game Workshop.