From Exterminatus Manual
When the greatest of spacemarine heros fall in battle, suffering wounds too grevious to heal, there is sometimes the oppurtuinty to save their experince, wisdom and fury, by preserving them in a Dreadnaught (Dread). Dreads are massive, both war machines and life support for the mortal remains of a fallen space marine, enabling them to fight on even after wounds that would kill most marines. When not in battle dreads are preserved in stasis, their waking hours saved for the time of the imperium's great need.
Thoughout the imperium dreads are fitted with many varieties of weapons (most notibly an assult cannon and power fist). However in EX the dreads are equipped for close range siege with a Siege Drill and PowerFist. The powerfist is fitted with a flamer for purging xenos with promithium and the Siege Drill is a powerfull close combat weapon, campage of tearing through even the hardest tyranid carapace.
Dreadnaughts are walking tanks, they have even better armor than Terminators. Use smoke grenades (launched using the reload key) to confuse the enemy, you flamer (which is only limited by it's cooldown period) to push back the bite xenos.
Even through single blow from the siege drill is enough to kill a Genestealer outright and a few swipes will make short work of even a Carnifex, dreads need to be wary of the rending talons of Genestealers and the psionic attacks of Zoanthropes, they can penatrate even a dread's thick armour.
Despite being more machine than man dreads can benefit from the presence of an Apothecary to stick in the fight even longer.