Well, typically it involves using a teleportation plate or chamber, the mechanism of which is well beyond my understanding, it being a machine built by the Adeptus Mechanicus.

It tunnels through reality, using a sort of... alternative, called the warp, through which it casts the teleported. It is an unpleasant experience. The air around the teleported location is displaced, as are some other objects, but anything durable or solid is not... Which can cause problems, if two solid objects are present at the same time.