It seems unbelievable that this information isn’t contained within the rule book, but this information is only found in White Dwarf 391 (which is now out of print) and the in the Psychic powers cards. Below is a table showing which physic powers can be used by each army.

Blood Angels – Biomancy, Divination, Telepathy and Telekinesis

Chaos Deamons – None

Chaos Space Marines – Pyromancy, Telekinesis, or Telepathy

Dark Angels – Divination, Pyromancy, Telepathy, or Telekinesis

Dark Eldar – None

Eldar – Divination or Telepathy

Grey Knights – Divination, Pyromancy, or Telekinesis.

Imperial Guard – Biomancy, Pyromancy, Telepathy, and Telekinesis

Necrons – None

Orks – None

Space Marines –  Biomancy, Pyromancy, Telepathy, or Telekinesis

Space Wolves –  Biomancy, Divination  or Telekinesis

Tyranids – Biomancy, Telekinesis or Telepathy

 

Source White Dwarf 391