Running headlong at enemies and attacking without concern for one’s own safety is a very relevant combat style in the Warhammer 40,000 universe... but there is another way. You can use many objects –barrels, containers, columns, giant mushrooms, etc. – as cover by pressing and holding down the Space bar. 

If an object can be used as a cover,you will see a yellow marker appear as you move close. The marker shows you the available cover positions you can take. Note that you don’t have to be in the exact spot to get into cover. If you see the marker, your character will automatically move to that position when you press Space.

While in cover, you cannot move but you can attack with your weapons as you'd do normally. Some cover positions may restrict your firing angle though, blocking line of sight in certain directions. Covers can also be destroyed, so keep these things in mind when you decide where to hunker down.