The dryer Rick was talking about "drys" the air generated by the "compressor" mounted to the engine. This provides air to your coaches brakes and springs/bags. I just rebuilt mine but I only took two finished (assembled photos).
It is shown here in this service thread with clickable pictures (resize larger for easier viewing):
The coalescing filter and dessicant cartridge should be changed at a maximum interval of 2 years or 24 months whichever comes first. If you have a lot more moisture in your local climate or have a compressor that is/may be leaking a bit, the intervals will be more frequent.