Is that how Relic implemented it?
The WH40K daemons are a bit different from that description
In the setting, you have the Universe and the "Empyrean" (warp space). Warp space is an alternate reality where thoughts and emotions from the physical universe is given form and shape. Think "Planescape"
During an ancient conflict between the Necrons, lead by their C'Tan masters and a race now only known as "The Old Ones" the empyrean was cast into such turmoil, filled with such intensity that the thoughts of hatred, despair and deceit coalesced into sentient beings, becoming the original three "Chaos Gods", Khorne, Nugle and Tzeentch. When the warp disturbances threatened to destroy the physical universe, the Necrons simply withdrew and went into hibernation, awaiting a time when the universe would be more calm. Silly Eldar, being one of the creations of the Old Ones (like most other organic life in the universe) went ahead and created a fourth one all by them selves. Way to go pointy earted suckers.
Daemons are "splinters" of those chaos gods, created by them, sometimes destroyed (absorbed) again by them.
The way they manifest themselves in the physcial universe is among other things through possession of people with psychic ability (the ability to access the empyrean) yet too weak to defend themselves, through man made warp portals, through summoning rituals (usually requires a host body) and through events of cataclysmic nature. I.e. very strong emotions, like massacres, orgies, whatever, as long as it creates a rift in reality.
Sanctioned psychers are those that have been tested by the Inquisition and found strong enough of mind to not succumb to daemonic possession. Some, like Astropaths, goes through the ritual of "soul bonding" where they on a miniscule level unite part of their soul with the Emperor himself, protecting them against unwanted attention. Thousands of those that are found wanting are sacrificed daily to the emperor, to sustain him.
Lots of fluff available about the creation and the purpose of the emperor too from the old books.