I'm sure there are tons of tutorials on that out in the big web.
Me myself have always wanted to do that with a 40K figure, but I have to get a new kit first :)
And anyways, I'm pretty sure many people here know how to do it in other scales, and the technique is the same.
And besides, on Games Workshops website you can find a tutorial on how to add battle damage to your figures armour and such. May be usefull on a dead figure.
Actually, Warhammer figures are estimated to 28mm (1/56 scale, as GW says themselves) and not 25mm.
-Huxy