Yes. Books 1 and 2 have a true narrative of events to play out in game, as well as giving some basic rules of playing "generic" style 30K battles. The Battle Scenarios are linked, giving you bonuses for the next game depending on how well you do.
Book 3 really scales back the game, to let you play the game with less models, to represent hunting down the broken remainder of forces. These aren't so competitively balanced, more fun, 40 minute games to represent wounded, out of ammunition loyalists trying to take the fight to the hunting traitors.
Book 4 returns to a more epic scale of warfare, showcasing the minor terror/compliance campaigns waged following the legion massacres in order to pave the way to Terra, giving you rules on how to play campaigns with resources, which can be as simple as you need or want.
While Book 5 notonly brings back the truly linked narrative stories, but provides you with additional general game playing material expanding on the baseline of Book IV (but you don't need Book 4 to play Book 5).
You have the following lists;
Legiones Astartes (split into constituent chapters)
Ordo Reductor (very basic Mechanicum list intended primarily as allies)
Legio Cybernetica (more advanced Mechanicum list)
Taghmata Omnissiah (currently most advanced list for Mechanicum)
Knight Crusade (field Knight armies. Does not include updated rules yet for the most recent 40K Knight options, although it would be a harsh person in a friendly game to not let you use them)
Solar Auxilia (elite Space Marines-lite equipped with heavier than normal guard kit)
Imperial Militia (individually ultra weak Guard-likes which can be modified similar to old style doctrines into drug induced madmen, warp enhanced madmen, high tech soldiers, or balls to the wall hard as nails guardsmen)
I think that covers everything.
If you want to play Astartes (of course you do, it's the fucking Horus Heresy), then pick up the two Red books (LACAL and LAICL) and Book V. Book V isn't a necessity, but it includes the rules for the Deredeo, currently one of the most powerful AA units in the game. £72 is a lot to ask for just the rules to the one model you're really only going to realistically include/find room for in any list, but it's a pretty awesome book in general.
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