I'm not personally familiar with Warmachine or Hordes, but a friend of mine who is, assures me that it should be easy to convert over. However, the Warmachine stats don't include all the RPG stats since they are geared solely around combat. Plus the stats of solo characters in Warmachine tend to map to epic tier PCs in the RPG. So that may not work for you, if your GM doesn't want to jump directly to epic.
The transition is not as easy as it would seem. I don't have the RPG, but the developers have said:
PPS_Simon - "It was not our intention to make WARMACHINE: the RPG. If it had been, we would definitely have created rules modelling the puissant warcasters and warlocks familiar to players of our miniatures games. However, these characters are individuals of supreme power, far beyond the scope of the kinds of stories we wanted to tell with the new IKRPG. If we'd balanced the game around including those characters, we'd be releasing something radically different, with less of a focus on the nitty gritty details of life in the nations of western Immoren and more on the battlefields. We definitely think the warcasters and warlocks of the miniatures games are great characters but they are just powerful beyond the purview of our RPG's fundamental assumptions. That said, I think it would be cool to detail how to build characters like the Butcher, Irusk, and others. I could see a big meaty No Quarter article laying out how to make PCs and NPCs of that magnitude, but for now it's just not part of our core vision of the RPG. "
PPS_Dougseacat - "It isn't really the goal of the RPG to send PC groups against our major WARMACHINE characters. I seriously doubt we will be providing any of those characters in the books, as this would probably not be the best use of our limited space. That said, since the RPG uses very similar base rules and many of the same mechanics as WARMACHINE, converting them would be relatively simple and easy. You don't need to recreate a major named NPC by the same mechanisms as you would a PC who is advancing through experience. You can estimate careers if need be and if that information is pertinent to something, but many of what would be derived attribute scores and abilities are already present and do not need to be determined this way. The Butcher has weapon master. Does this make him a Mighty archetype? Not necessarily. Where does the weapon master ability come from? From being the Butcher. He's not a PC and did not come by his set of abilities the same way a PC might. Similarly, he did not come about through a combination of careers, archetype, and experience through play sessions. He is instead a character in the setting emulated for the miniature game by certain rules on a card. (or in the case of epics, or multiple epics, by several different iterations of rules.)
Personally I think it's better to leave WM/HORDES characters out of most RPG adventures, by and large, other than perhaps as occasional guest cameos. Your campaigns should feature the PCs as the main stars of the show. Your stories should be about them, whatever their conflicts and drama happens to involve. The moment special guest stars begin to play too prominent of a role and to steal screen time and cool dramatic scenes from the PCs, the less engaging the story becomes for your players.
Again, different goals and different aims for different games. Both enable players to enjoy a game within the Iron Kingdoms setting. But both are abstractions and rules systems giving you the tools to play enjoyable games with a certain duration, flavor, etc. The RPG enables players to create a wide variety of fun and engaging characters within our setting, with the abilities and capabilities appropriate to heroes of the Iron Kingdoms. But it is a finite set of options overall, being a game. There are considerations of balance and advancement, just as there are certain play balance considerations between warcasters in WARMACHINE so they can be pitted against one another without one side automatically winning.
RPG character building options will expand over time, particularly as we release the next few books. Other options could potentially appear in No Quarter Magazine. These will all add different wrinkles and possibilities for creating engaging new characters within the setting. Some of these might approximate characters from the miniatures game. At a particular experience level and with the right careers, one could make a warcaster character extremely similar to Captain Phinneus Shae, for example. But chances are he will still be different in many respects, having taken a different course to get there and having been created in the RPG which has slightly different rules and attributes than WARMACHINE. Some characters in WARMACHINE would be more difficult for a PC to emulate or approximate via RPG advancement than others. I think you'll enjoy making new characters more than duplicating existing ones, however.
Also, I wouldn't say that an extremely experienced RPG character will always be fundamentally less powerful than the characters in WARMACHINE and HORDES. They will simply be different, and there might be some powers or capabilities in our unique miniature game characters (such as feats in particular) which are not emulated in the RPG. Abilities or powers that are absolutely and fundamentally unique to a given character will not be provided as options for RPG advancement since they aren't part of a career. A GM running his own campaign might come up with rationale within his game for his PCs to have similarly unique abilities, but that is outside the scope of the advancement rules. "
Takes this how you will, but to me this says the two are similar but different enough that they are not quite interchangeable.