It's of course "legal" to play without painted minis, but not rewarding. None of us were painters to start out with (well, most of us weren't), but we just continued to paint these models and eventually they start looking nice. You'd be horrified if you saw my first Space Marines. So I would really urge you to try to paint, as you'll find it soon becomes a lot easier and really fun. Especially if you do it with a group.
As for what else you'll need...
Glue, definitely. To put the models together. Many people have different opinions, but my personal favorite is the Citadel super glue (Not plastic glue, not Zap A Gap).
Other modeling supplies: Clippers, Xacto Knife, Accelerant, etc... as you get your models check out what the store has to see what would be useful to you.
For putting together the battleforce and terminator lord, you won't really need a codex. But afterward, it would be more than helpful to buy one. You'll need it to put together army lists, figure out what else you want in it, and just learn about how awesome your army is.
The rulebook, of course, you'll also want to get eventually. But for now you'll want to get your guys together and figure out what you can do with them. The rulebook and codex go hand-in-hand. You wont' understand a lot of the rules section of the codex without help if you don't have a rulebook.
I unfortunately can't meet you to help you out because I'm off at college. But there will be plenty of people more than willing to.
Good Luck!
Rob