Dry brushing is used to highlight the features on your model. This can be done by using a lighter shade of paint than the base coat or even going to a metallic colour such as silver when drybrushing armour.
To drybrush, load your brush with the paint as you would normally do. Brush 99% of it off onto a piece of cardboard or some other course material. Depending on the end result you want to achieve either use a scrubbing action on the kit or a linear action.
I always use an old brush for this because the results are far better.
Practice this technique on an old kit ... too much drybrushing is not a good thing.
Like Muzzleflash has already pointed out though, if you use the search function and enter "drybrush", you'll get even more info on this technique.
Happy Modelling and God Bless
Robert