The campaign skins that appear for each faction are when they first appear both for there character model and there faction in the series of dawn of war.

All you need to do is go into the army painter for whatever faction you want to play as and type this in New Scheme

\asd]

you can supplemented asd for anything and as long as you have \] together that will enable the campaign skin for that faction you have selected

You will know its working for what faction your playing as when your skin disappears from the menu
This is an example of Campaign Alpha Legion skin next to the Multiplayer Alpha Legion skin

This trick sadly does not work in multiplayer as it causes the player to crash unlike its predecessors in the other dawn of wars, will work fine in Skirmish mode however and for now its up to the developers who made this to fix this issue, until then it will stay as a neat thing for skirmish mode alone