WARNING: Do not continue reading if you want to experience the story for yourselves.
After a long fight between orks, eldars and space marines, the planet/construct Archeron shows up. All three factions is trying to find an artifact(Spear of khane). However the artifact doesn't exist, the spear that they found didn't have any power at all and got destroyed after a couple of swings. It was a trap to lure all the factions into a single place for a blood sacrifice. Remember the corpse pile in the trailer? A greater deamon was imprisoned and the planet itself was its containment. Farseer Macha convinced Angelos and Gorgutz to use a lot of dakka on the planet to destroy it. After the destruction. Macha transported them and herself to a void world(which she described being the last remnant of Archeron) and all three of them fought the daemon who got released from the prison. They defeated the daemon and they all went their separate ways. The End.
Now, the Epilogue actually hints of an expansion. Someone was watching the fight, and they got angry that their creation got destroyed(the prison).
Reddit post if you want to discuss it there instead: https://www.reddit.com/r/dawnofwar/comments/65jlol/dawn_of_war_3_story_spoilers_very_short_summary/