First head over to Reshade.me and download the latest Reshade installer (5.1.0 atm)

Install Reshade 5.1.0 to your Deathwing directory, Reshade installer will try to find your game .exe but if it doesn't appear in the list just manually set directory;
"SteamLibrary\steamapps\common\Space Hulk Deathwing - Enhanced Edition\SpaceHulkGame\Binaries\Win64 (install here - select SpaceHulkGame-Win64-Shipping)".

Choose DirectX 10/11/12 option -> select all packages when installer ask.
Then drag the preset files you've downloaded from my page at Nexusmods to the same location as the Reshade installer. 

While in game let the shader start up and compile, then hit "home", skip tutorial or not, then look all the way at the top left you can see a left & right arrow, hit whatever direction and DeathwingCustom01 should be selected, which is the one intended to use for the effects

Keybindings

Reshade menu    : Home/pos1
End             : Effect on/off
Page Down       : Reload reshader
Page Up         : Performance mode  
Printscreen     : Save png image (Same location as Reshade is installed)
F1              : Nightvision on/off