Map campaigns can come in a few different forms. The simplest is the territorial campaign, where the map is split into segments and then the players battle over various segments with the map being used to show how well the individual players are doing in the campaign. Another form is the node campaign, which is similar to the territorial with the exception that the map has interconnected nodes superimposed over it to battle over. Player can only attack nodes adjacent to the ones they already control and so the battle fronts flow over the map putting the battles in context.
Finally, there's what most players refer to as a true map campaign, where they actually control their forces movements and actions on a map. These can be the most complicated of all the different types of campaigns, but they're also the most rewarding. With a map campaigns, 40k opens up to a whole new level of play with you having to make strategic decisions that can have some serious effects on the tabletop.
Don't be daunted by the complexities of map campaigning, they're actually quite simple to run as long as all the rules are in place. If you want to try to dipping your toe first, then try a territorial or a node campaign, they're easy to run and a great way to introduce map campaigns to players who've never played in a campaign before.