Okay, onwards to setting.
This adventure takes place in one of many many Sectors of the Imperium of Man: The Carlix Sector.
Carlix is a dangerous and distance Sector of the Empire on the far side of the Eye of Terror and at the every end of the spiral that formes what we call the Milky Way.
This places Carlix with it's back to the Eye of Terror and it's face to the empty void of nothingness until you hit the next galaxy.
The Eye of Terror is, for lack of a better description, hell. It's a section of space where the Wrap, the Immaterium, the world of daemons, has broken through in mass and formed a homebase for the worshippers of chaos and the Chaos Gods themselves. It's also the home of most of the tratior legions, the Space Marines who fell to chaos and fought against the Emperor. In short: bad place.
Other side: void of eternity. Only Rogue Traders explode the void and it's generally agreed those guys are batshit crazy. Occationally the come back having found phantom worlds and wandering comets with new stuff on them. New stuff is, of course, feared and decried as heresy in the Imperium so this trade is largerly secret.
Carlix also has a lovely little legend regarding a wandering dark star called the Tyrant Star. It appears in the sky of a world, following ill omens, and drives every citizen to madness. None have yet discovered the star itself but worlds of madmen where once Imperial citizens where speak to the truth of the stories.
This is the place you call home.