In order to play the Mortal Empires campaign you need to own Total War Warhammer I & II titles on STEAM.
For more information, please see our Mortal Empires FAQs as below:
Total War: WARHAMMER II Mortal Empires FAQ
Do I need to own both games?
Yes. Ownership of both Warhammer I & II on STEAM is required to play the Mortal Empires campaign. If you own any WARHAMMER I downloadable content, you will also be able to play as those races in Mortal Empires, with the temporary exception of Norsca.