[@Ubermensch]
As was discussed earlier, a lot of 40ks major races don't exist yet. Tyranids haven't arrived, Tau are still in the stone age, Necrons haven't woken up. There are still Orks and Eldar and the main 30k timeline created a few alien races, one of which BCTheEntity has confirmed we'll use. BC said that someone will eventually encounter [url=http://warhammer40k.wikia.com/wiki/Interex]the Interex[/url] so read about them but don't use them.

As Hank suggested, you can always invent your own races (I did) and if they're too insane then we'll tell you when you submit your character sheet.