During the battle you can use a lot of different units, but not all of them are useful. Some units work best in a special combination while other can only fulfill special tasks.
The basic units during Dawn of War are the infantry units. Even the basic Space Marine Squads have some vehicle fighting ability, but against tanks or artillery units you better use own vehicles.
Equipped with close combat weapons only, but they have a jet pack which allows them to pass over defense installations or hills. The jet pack is also useful to reach enemy long range units like the Cybot or Dark Reapers. Use them if you want to play a close combat tactic and combine them with the Assault Terminators.
Scout Marine Squad
The name said everything: Use these troops as scouts! You can equip them with a sniper rifle, but forget that at once. If the troops is cloaked, it cannot fire. So keep them cloaked and spy out targets for your artillery.
Space Marines Squad
The first and basic infantry unit of the Space Marines. They can be equipped with weapons to fight moral (flame thrower), infantry (heavy bolter), heavy infantry (plasma gun) or vehicles (rocket launcher). My advice is to buy two heavy bolters and two plasma guns or each squad. It is easier to kill an enemy troop then destroying it's moral and vehicles should be fought by vehicles.
The big brother of the Space Marine Squad. They can only be equipped with moral (heavy flame thrower) or infantry (assault gun) weapons. Choose the assault guns. Two or three squads of Terminators can wipe out a well defended base.
They just have close combat weapons and are slower then the Assault Marines, but do more damage. If you play a close combat tactic then use the Assault Marines to bind the enemy in a close combat fight and rush in with the Assault Terminators to crush the enemy.
The biggest advantage of vehicles is that you can repair them during a battle and don't have to wait until they are healed. There are infantry fighting vehicles, vehicle fighting vehicles, transport vehicles, an artillery vehicle and even a scout vehicle.
An infantry fighting vehicle. Equipped with long range weapons, but it is also able to fight close combat. If you need more anti infantry firepower, then the Dreadnought is your friend.
A Dreadnought, equipped with missiles and large lasers to destroy enemy vehicles. It is OK for the beginning, but replace it with the Predator as soon as possible.
A large transporter, which can also transport (Assault) Terminators. It is armed with anti infantry weapons and can make itself invulnerable for some time. If you have to breach an enemy defense line and drop troops in the enemy rear, the the Land Raider is the right unit. A disadvantage is the high costs of the unit.
A scouting vehicle. I have no guess what to do with that thing. No good weapons, weak armor and the Scout Marine Squad troops is better in scouting. The only advantage of the thing is the high speed. Conclusion: Forget it!
Hell yes, that is a tank. It is very good in destroying enemy vehicles and building. Especially if you buy the laser cannon upgrades for it.
A troop transporter. Can create fog to reduce the damage from enemy long range weapons. If you have to breach an enemy defense use Assault Marines or the Land Raider.
Artillery, as always it works best with some scouts like the Scout Marine Squad. Use it to weaken defense installations or to scatter enemy infantry troops. Nearly useless against vehicles.
To most of the infantry troops one of the special units can be added to increase the power of the troops or to add an advantage.
Increases the healing of a troop, but it is only equipped with a close combat weapon. It would be useful for all troops to have an Apothecary, but because of the close combat weapon it will rush towards enemies and become killed. So it is only useful for Assault Terminators (Assault Marines cannot have a support unit).
Primary command unit, after some research it will increase the damage of all nearby troops. You can only have one Force Commander in your army.
Mighty unit which can destroy an enemy infantry troop at once. It need some time to master the Librarian, but on the battlefield this is a very useful unit. You can only have one Librarian in your army.