As the name of the novel suggests, the setting draws a lot of inspirations to Warhammer 40k, and is set in many, many solar systems. (I don't say it is set in a single galaxy like in WH40k because I haven't finished the novel yet and the cosmology hasn't been fully fleshed out yet, see the part about what a "Realm" is below). But to answer your question, for the first arc, the story is set in the Federation* which controls one (out of two, the other being controlled by the beast-man (not sure about the translation) race that the Federation have been in war with for hundreds of years) habitable planets in the Realm (which consists of two solar systems). In the next arc, the MC will go to another Realm, one that consists of many solar systems, and star-faring civilization that dwells there. * remember that the Federation is the descendants of a faraway colony of the Imperium of Man that collapsed centuries ago, so they only has access to one planet. Now, the terminology might be confusing since it's not explained in the early part (I actually don't think the author planned it when he wrote the early parts; he had said that the later parts of the story is completely different from his original plan, but IMO this change of direction to be more sci-fi is a great decision). The story is set in a universe much like RL, with solar systems filled with stars and planets, with a sort of hyperspace for FTL travel. Now, a "Realm" is a region of space where FTL jump is easy, so interstellar travel between planets in the same "Realm" (which might be in different solar systems that are far apart) is easy. Travel between different "Realms" is harder and less precise, requiring specialized "beacon" for navigation, and takes longer. Sizes of "Realm" can vary greatly, ex. the Federation is in a "Realm" consisting of only two solar systems with two habitable planets. While the "Realm" of arc 2 consists of many solar systems with dozens of planets.