The Drukhari split from their kindred, the Asuryani after the Fall; an event thousands of years before the timeline of Warhammer 40k in which the Eldar race birthed the Chaos god Slaanesh through their excess and depravity.
Those who wished to embrace this decadent lifestyle still, or those who revelled in excesses like pain and torture, banded together to become the Drukhari, or Dark Eldar.
Their home is now Commorragh, the vast Dark City deep within the Eldar Webway. From here they launch lightning-fast raids on unsuspecting worlds in order to capture victims for torture and slavery.
On the tabletop the Drukhari are exceptionally quick, and make use of many light flying transport vehicles to get their troops to where they need to be. Their piratical, evil nature means they suit a number of darker, more sinister colour schemes.