lol i'm going the other way, from fantasy to 40k, and while i don't know many of the differences, there are a couple i can tell you:
1: pre-measuring is generally allowed, which i don't think it is in 40k
2: you don't simply choose say 1 lord, 2 troops (for example) as compulsory. your units are divided into the points cost of the game. you have to spend 25% or more of your points cost on your core, up to 25% on your lords, heroes and special and up to 50% on your rares. so in a 1000 point game, for example, you can have 250 points or more in your core choice, up to 250 in your lord, hero and specials and up to 500 in your rares. i think thats about right anyway lol