It depends if you're religious or not. If you are, then they go to Heaven, if not, Hell. The Chaos "Gods" are still entities and are techincally material, although from another dimension, therefore making them powerful deities and not Gods in the literal sense. Not to mention they couldn't exist if evil didn't exist, seeing as they represent four parts of it, therefore there would have to be a devil for the Chaos Gods to exist in the first place.
Warp Gods are also just powerful beings, and the Emperor, well, he's false
If you're not religious, then the Chaos Gods are real Gods, and I don't know what happens to the good people.