I read on the offical website that you can play as other races besides Humans? Do you have to play the campian first?

Within a shard, you can add a single nonhuman race to your realm by alliance (rather than conquest) and thus gain access to some units and buildings related to it. Your capital and heroes will always be human, however.

In multiplayer, you can also change your portrait to one of the less human-looking ones (although the form a master takes is essentially cosmetic anyway).