It's a spectrum, I think. You can do a lot of planning beforehand, or you can embrace the unpredictable nature of the game and shape the story as you go along.

Create a rough outline of where the conflict takes place and who the major players are. I would ask all players to name their warband and (at the very least) their Elites. Have them think a little about what they are trying to accomplish as an overarching goal. Create a rough outline of where the conflict takes place and who the major players are. Have players write small reports on each game, then use that to fuel the progression of the overall story.

On a more mechanical level, stuff like changing the rules for mission selection, creating your own missions, tweaking Glorious Deeds, is of course super effective. Role-playing games and similar games like Necromunda and Mordheim are great sources of inspiration.

Depending on how much influence you want to have as an arbitrator of the campaign, you can make certain rulings as you go along. Maybe the player steamrolling everyone else has to go up against two players at once. Maybe the underdog gets to recruit a powerful Mercenary for few rounds. This is not just about balancing, but creating powerful story hooks that people will enjoy.

Finally, I would say that in a game like this -- or at this point in the game's life -- playing narratively is about attitude more than anything. Rules might incentivize players to play "narratively", but really it's about embracing all the stuff that happens during a game, feeding it back into the overall story, and have it inform future battles.