They are beings in the warp, but as they are dedicated to no Chaos God or Chaos Undivided itself then they aren't actually Daemons. They lock onto Psykers and enter the material world through their mind, killing the dude obviously. That's why there were a high concentration of them after the War in Heaven, when the Old Ones fought epic battles against the C'tan. During the war, the Old Ones created the Eldar to fight the Necrons, the orks to defend the Old Ones themselves, the Jokaero to fight alongside the eldar and they were basically the techno-dudes, and many other races, including starting the gene-pool for Humanity which was tainted by the C'tan with the Pariah gene.
Now then, the Warp used to be a peaceful and calm place, but the War in Heaven sort of fucked the shit out of it, turning it into the twisted place it is in 40k. Then the Enslavers were created form the mess to clear the place for a newly civilised Galaxy.
That's when the C'tan went into hiding, as all of their food was bieng killed by Enslavers.
Not only that, but the war probably created Nurgle, Tzeentch and Khorne, to be later joined by Slaanesh in the Fall of the eldar.
Last edited by Cato Sicarius; 11-01-08 at 07:48 AM.