Same way you do it on vehicles... Fading, Drybrushing , Pastels, and such with your "dirt" color... Works best if you carry the ground colors up onto the legs and boots of your figures... It ties them into the terrain...
I'll mix up a nice dirt color of ground pastel chalk for dust... Fading clothing to make it look older is about the same technique... Instead of pastels though, I use paint and dry brush lighter shades of the base-color...