I have read through the rules for hordes a couple of times, and I don't see anywhere thay you can not block or dodge attacks from a horde, but since a single attack roll represents attacks from multiple attackers, I don't see how you would be able to, since you can only dodge or block once a turn.

For that matter, can Hordes themselves dodge and block?

I am wondering if you have to let the players dodge because of how much damage a large horde can do.

Page 360 of DW rulebook, last sentence of the melee paragraph under "Hordes Attacking"
"Melee Attacks made by Hordes cannot be Parried or Dodged unless otherwise noted." [sic]

A Horde may attack all (not just one) enemies within their melee range all with their full number of melee attacks allowed by talents and traits as listed in the same melee paragraph on page 360. A Horde may make more than one ranged attack depending upon their magnitude as listed in the next paragraph.

Hordes do not normally dodge or parry any attacks, as their damage is more abstract than a normal character (a hit dealing 150 pts of damage still only causes 1 point of magnitude damage for instance). This is listed on page 6 of the Deathwatch Errata (v. 1.1) available in the Deathwatch support page. The errata also indicates ranged attacks from hordes can not normally be dodged.

Elites or Masters in a horde are another thing. For instance a Tyranid Warrior within a Hormogaunt horde(30). Attacks from the horde can not be dodged but those from the warrior would be. If the horde had 1 or two unique weapons (a rocket launcher for instance) then the GM can rule shots from that weapon may be dodged as well.