I can give you some more detailed information when i get home and have access to my books tomorrow but the short answer is no we don't have much information on pre-Age of the Imperium 40k. Most of what we have is rather vague.
We know that at some point ( i can't remember the exact dates but i'll add them later) Humanity discovered faster than light travel via the warp, created the first navigators and colonised the galaxy at an accelerated rate. This was the Golden Age.
The next epoch was the Dark Age of Technology (called so by the current Imperium as man existed without religion. Whilst they had scientific knowledge they lacked 'enlightenment' of the glorious God-Emperor) which despite the name was mankind's greatest period of scientific advancement. The 'Gold Men' and 'Stone Men' created the Iron Men; robot servants and warriors. They also created the STC systems, brilliant systems where the program could create anything you asked for given out of any available materials. These systems are where we get the Land Raider, Rhino, Leman Russ, Titan blueprints from, basically the origin of all 40k tech. There's also all manner of archeotech and hideously powerful weapons and advanced technology.
The Dark Age of Technology came to a close when the Iron Men revolted. Whilst this was occurring warp storms enveloped much of the galaxy. More and more human psychics were born, wreaking havoc on an unprepared humanity. Countless human words were destroyed or enslaved by alien races or daemonic invaders. This was the Age of Strife.
The Age of Strife continued until M.30 when the warp storms abated with the birth of Slaanesh (and Fall of the Eldar and creation of the Eye of Terror) and the Emperor rose to unify humanity and establish a galactic empire. So began the Age of the Imperium, where 40k currently resides.
The above may have some chronological issues but like i said, i don't have my sources on hand. I'll come back when i do.