At first glance collecting a Pre-Heresy force can seem like a daunting task. Not only is there an abundance of wargear and weaponry not normally found within the 40k universe (or if it is, it looks different!), but it can be quite difficult to ascertain where to obtain materials for conversions and how to attempt them.
Fortunately, for anyone attempting a Pre-Heresy force yet with questions about this aspect of the hobby, Iktovian over at Not Yet Done has created an excellent Pre-Heresy Guide. Not only are their descriptions of the various armour types, but there are also details on how to obtain conversion materials and a comprehensive set of links to various methods of creating them.
I really can't recommend this highly enough, and while at some point I might well add a World Eaters specific addendum to his guide, I strongly suggest a trip over to his Blog for a look see!