A battle can be as big or as small as you like - from a simple skirmish up to a full-blown slaughterfest. You can play with all of the forces you have available or choose equally matched forces to ensure that neither side has an unfair advantage. To help in picking equally matched forces we have assigned values to units of troops, tanks, heroes and weapons in the theoretical and universal coinage of 'points'. These points values are detailed in the army lists for different races in the Armies Book. The army lists also include information on how many troops are included in each unit, what weapons they are armed with, and so on.
Most Warhammer 40,000 players use these army lists to organise and collect their forces as well as field them in battles. For a battle it is common practice for players to organise armies around an agreed points total of either 1,000, 1,500 or 2,000 points. As a guideline, a battle between two 1,000 point armies will take two to three hours to play, making it eminently suitable for an evening's or afternoon's gaming. A battle between two 1,500 point armies will last for most of a day, and larger games are best tackled with an eye to them taking a day and evening or a couple of days over a weekend to complete.
A word of advice is to start out with fairly small games until you have picked up the rules - it's better to start a small battle and finish it than start a mega-battle and have to abandon it hallway through. As you gain experience you will find the time it takes to complete a game will decrease and larger and larger battles become more manageable.