Dodge lightens overly dark areas, and Burn darkens overly bright or washed-out areas.
When you use either one of these tools, it's usually a good idea to isolate the area you want to modify in your image so that other areas are not affected. Take a look at the example below. On the left is the original photo, with the photographer's shadow blocking the area on the lower right of the image. I selected the shadow area with the Magic Wand and Lasso tool. Opacity set to 19, and Hardness set to 0.