Dry roasting (torréfication in French), usually seeds (sesame, linseed,...) or nuts (almonds, walnuts, ...), means to heat without water or fat, in the oven or a heavy pan, to drive off all water they contain.
It make seeds crunchier, very pleasant in the mouth, with an improved flavour.
Example: "Dry roast almonds in the oven" Meaning: Put almonds on a baking tray in an oven at 150°C for about 15 minutes to dry them out and make them crunchier.
Note: Dry roasting is not cooking in the classic sense, it's shorter in time, and lower in temperature. This is the method is used to dry coffee beans for example.