The creature snuggles up against hard cover or goes prone, gaining Half Cover (Hard DM to incoming ranged hit rolls).
If they were already in a formidable position such as a bunker, trench, building or pillbox, which grants Half Cover by just being inside, they gain Full Cover instead (Very Hard DM to incoming ranged hit rolls).
Cover can be nullified by Point-Blank Range (PBR) attacks or flanking and is lost after a Move (1 APS), a Sprint (1 APS), a Charge (2 APS) or any other repositioning.
Additionally, weapons that deal EXP-DMG are particularly strong against entrenched opponents (Frag Rules).