In Warhammer 40k these powerful individuals are called 'characters' and there are certain special rules that apply to them. Characters in Battle Characters fight as part of an army in one of two ways. Ordinary characters are fielded as part of other units from the start of the game. They are effectively another trooper in the unit with enhanced characteristics and usually a superior Leadership value. Independent characters are represented by individual models, which fight as units in their own right.
Independent characters can move through difficult terrain more quickly than ordinary troops.
This means you are allowed to re-roll any dice throws for independent characters moving in difficult terrain. Some of the army lists include characters who are allowed to use psychic powers. These characters are often referred to as psykers. Psychic powers vary from race to race, so the effect of each poweris included in the special rules for the psyker in the army list. A Psyker can only attempt to use a psychic power once per Turn.