They are a very odd unit...
The first game I played, I was in a rush, erroneously misread the page, and removed D6 models as casualties when I got them into combat, instead of taking D6 S3 hits. So their first foray wasn't great. So, my first advice is to read the rules.
They aren't a popular unit, so your opponent might not have a clue what they do.
They are very expensive, so most players tend to field them in a display case, looking menacingly on the world on the other side of the glass. Additionally they are T3, have no saves, and have a terrible tendency towards self-harm to boot.
Despite all of this, they do have some things going for them that few/no other empire units bring to the table: namely Frenzy, Flails (consistent high strength attacks whether they charge or are charged, unlike our lances), and being Unbreakable.
Given all of the above, how does one run them? You'll want enough models to be able to survive 1) martyrdom and 2) some enemy attacks. So what do you do?
You could go bigger, like Hoodling here:
http://hoodlinghole.blogspot.com/2014/02/cancon-2104-aftermath-part-1.htmlHis Flagellants show up occasionally, and are usually larger units. They tend to do pretty good, honestly. They have enough bodies to take some wounds, and being Unbreakable, it gives you some time to either run away to sacrifice them to preserve points elsewhere, or bail them out with supporting charges and the like. With these numbers, they can even win combats.
Alternatively, you could so smaller. I have only one box of them myself (though I built some unit filler on a square 40mm base to stretch that a bit... they die so fast no one minds the filler). Ten strong never seemed enough to me; they just die too easily. I've found running them 12-14 strong is better: wider frontage for more frenzied attacks, and importantly a few more bodies to sustain wounds... though admittedly this is not usually enough to survive the game.
As to your questions:
1) Support. Unless you have a good number of them (like Hoodling), they just don't have the bodies/saves needed to work as a main block usually. I want mine either on a flank holding something nasty up for a turn by being unbreakable; tying something up in order to give me a flank charge on it; or themselves charging into a flank.
2) Yeah, our buff wagons (Hurricanum, War Altar, Luminark.. probably in that order of effectiveness) all help out. Anything that would help our normal infantry will help them. Something like Lore of Light works great with them.
3) Being 10-14 strong... I don't expect them to survive. Plus I'm usually sacrificing them on purpose as a speed bump.. so I don't stress too much about the match up usually. Toss them at something you don't want to deal with right away. They are great against anything with low Initiative, as they get all their Flail damage out before the enemy strikes back, which can have a devastating effect on the attacks they take in return. I like tossing mine against Ogres and core Undead infantry. Non-skink lizardmen can be fun.
You probably want to avoid tossing them at chaff. Each combat they get into will likely cost them a few guys to martyrdom. Aim them at larger things.
Honestly, first and foremost, I use them as stumbling blocks and don't concern myself much with a match-up. I point them at something I wouldn't want to fight at full strength, and let them wear it down a bit while the rest of my list does other things.
They're really not a popular unit, but can be fun if you've got some points to spare on a fluffy choice.
Best of luck to you!