There’s been fiction set in the Warhammer and Warhammer 40,000 universes for a LONG time, in one form or another. Way back in the depths of time you could buy novels set in these world (and indeed all sorts of other Games Workshop-related settings) published by GW Books and then Boxtree, before Black Library itself was set up in 1997, originally as part of the wider BL Publishing division of Games Workshop and later its own division.