To elaborate on what Gankom said...
Stormcast Eternals are divided by Stormhost, Chamber, and Conclave. Stormhosts are like Empire cities- each has colors, heraldry, usually a battle cry of some kind ("Only the faithful!"), etc.
Each Stormhost is divided into a number of Chambers. Those which have been opened are Warrior (self-explanatory...), Extremis (heavy dragon cavalry), Vanguard (ranged scouts and light cavalry), and Sacrosanct (mages and engineers). Three unopened chambers that we know of are Ruination, Covenant, and Logister, which will undoubtedly be future releases.
Currently, Vanguard, Warrior and Sacrosanct Chambers each have their own Warcry card set. Vanguard were the ones which dropped with the original release.
In normal AOS, a Stormcast army can consist of any mix of Chambers. For my part, I've been working on a Narrative Play army using only Stormcast heroes, each of which is drawn from a different canon Stormhost, so none of them have the same color scheme.
Alex