hey first time GM, long time person

Iam looking at running at game and iam abit confused about comrades, are they just meat shields that sometimes help out or do they actually shoot and do other tasks?

The "correct"* way to handle comrades depends on the flavor of the campaign you are planning to run.
Think of your party's guardsman characters as .75 of a whole character (a Rogue Trader or Deathwatch char forex); the comrades round that power disparity to a near equivalent levels.
The OW gameplay is based mainly on the "Squad" and regular IG squads are 6-10 man units; the comrades represent the additional bodies of the squad the guardsman are closely trained and familiar with. The doctrine dictates that each (regular) guardsman operates with a buddy as a team to maximize their effectiveness
Generally, each player is presumed to be the "veteran" (even if his veterancy amounts to having his name entered to the rolls of the regiment 15 seconds before the other guy) of the pair and the other guy is the comrade.
Speaking purely for combat, the comrades provide the basic infantry functions; rifleman comrades add another barrel to the weight of fire, set up grenade flushes and flanking movements; gunner comrades help moving, re-bracing and feeding the heavy weapons as well as lugging extra ammo and munitions; marksman comrades provide spotting for the sharpshooter; Sergeant's buddy is either the RTO, lugging the vox-caster (if the squads of this regiment are even issued vox caster that is) or a FNG filling the gofer duties and so on.

As much as WH40k players like to bash on them, the Guardsman are actually professionals, capable of fighting using modern day infantry tactics and beating the **** out of untrained rabble. The comrades represent this; in addition to the player character's body on the board, the comrade provides a second body to each player to control so that he can leverage the tactical situation to his benefit and come on top.

*Yes, it's a wee bit sarcastic description. at the end of the day, the correct way is the one which everyone around the table enjoys without much pain.