Warmachine (and it's close cousin, Hordes) is a 30mm skirmish-level miniatures game. (There used to be an RPG as well, but it's OOP. Privateeer has announced that there is a new RPG in the works, due out sometime next year, I believe.)
Quick note - there are two games, Warmachine and Hordes. About 95% of the rules in one are mirrored in the other; so if you understand one, you could play the other. And, a Hordes army can be played against a Warmachine army. People complain that Hordes has an edge in power, but Warmachine armies still dominate the tourney scene, IIRC.
Anyway - the main forcus in your Warmachine army is your warcaster. A warcaster is kind of like a king and a queen in chess - phenomenally powerful, capable of wiping out most of a unit in a turn (unassisted), but - they can be taken out by a unit, and, if they drop, the game is typically over. All warcasters have a stat called Focus, spells and a feat. Focus is used to boost warjacks (more on that below), cast spells, buy extra attacks, boost attack and damage rolls (boosted means you get to roll an extra die to hit, or damage), or boost their armor stat. Warcasters regain their full focus at the beginning of every turn (and, aside from certain exceptions, cannot have more focus than their focus stat during their turn). A feat is a once-per-game ability, and they tend to be pretty darned powerful.
An army also has a number of warjacks. A warjack is a semi-autonomous stompy robot. The warcaster controls the 'jacks, and when the warcaster is removed from play, they go inert. A warjack can be allocated focus at the beginning of the turn, although unspent focus is not saved, and is removed before focus is reallocated. (In other words, you cannot put 1 focus point on a jack on the first turn and have it remain to be spent on the third.) A warjack uses focus to charge, boost attacks or damage, buy extra attacks, or make power attacks (like slam, throw, push or trample). There are light and heavy warjacks, and in general, heavy warjacks are serious beatsticks, and light warjacks are more of a harassment role.
You also have units, generally either 3 (or 5) models for elite or special units, and 6 or 10 models on the more rank and file. Units may be harassment, or serious contenders who can easily threaten a warcaster. An army may also have solos - single heroes who are not bound to a unit, and, while powerful in their own right, not as powerful as a full unit.
Play is a "my army goes, your army goes." You choose a unit, move them, and then make any attacks. The entire unit must have the same movement order - if anyone in the unit charges, the unit (as a whole) is considered to have charged, although they do not have to charge the same target, and you may run some of them if you wish.
To-hit is basically 2d6, plus your RAT (ranged attack) or MAT (melee attack), versus the targets DEF (defense). Tie it, and you hit them. Damage is 2d6 plus the POW (power of the weapon) for a ranged attack, or 2d6 + P+S (Power + Strength) for a melee weapon, minus the ARM (armor) of the target. Any difference is the amount of damage taken by the target. Most infantry can only take 1 point, but warcasters, warjacks, solos, and certain units can all take multiple points of damage.
There is no pre-measuring, although you can measure what is called the Control Area (2x Focus) of your warcaster at any time. Many people learn to position their warcaster in a place where measuring the control area will give a good idea of the relative positions of key units on the board.
Hordes, BTW, is fairly close to Warmachine. The leader model is called a warlock, and they have a Fury stat, instead of Focus. Fury does not automatically replenish every turn - a warlock must leach fury from the warbeasts, but it also does not go away at the beginning of the turn. Instead of 'jacks, warlocks control warbeasts, who are basically living 'jacks that can be healed. Warbeasts do not use focus, but they can be pushed, which generates fury, to do everything that a jack can do. Jacks are limited to 3 focus, most beasts can be forced for up to 3 fury, and many can be forced to 4 fury. This means that a Hordes army, with 3-4 beasts, could use 12-14 points of fury in a turn, compared to 6 or 7 focus. But, next turn, the warlock can only pulled 6 or 7 fury from the beasts, and any beast with fury on it would have to make a frenzy check. When a beast frenzies, it tears into the nearest target, which could well be a friendly one.
The demo rules for both are available :
http://privateerpress.com/files/Warmach ... 0Front.pdf
http://privateerpress.com/files/Warmach ... 20Back.pdf
http://privateerpress.com/files/Hordes% ... es-WEB.pdf