Cain is himself throughout. Whatever you conclude him to be: a self-absorbed dirty coward with fantastical luck, good and bad, and an exceedingly enlightened self-interest, or a hero with a perverse streak of modesty.
In Death and Glory, he is part of the forces going to deliver a planet from an invasion of orks. Mischance lands him (and his aide Jurgen) the middle of the continent thoroughly infested with orks, with a scattered handful of tattered Imperial forces and enslaved civilians. The only way out would be to rally them and fight back to Imperial-held territories.
In Duty Calls, his regiment is summoned to a planet on the verge of rebellion. Arrival reveals that, undercover, the forces of genestealers, human infected and controlled by alien forces, which naturally leads to the conclusion that the aliens themselves, the tyrannids, are coming to drain the planet dry. And there are still stranger forces, and they appear to have Cain in their sights.
Cain's Last Stand takes place after Cain's retirement, when the planet where he teaches is menaced by forces of Chaos. And the most effective forces are the retirees at the school, and the students being taught there.
Action, adventure, comedy -- and great fun. Reading the first omnibus first might be wise, but there are no major spoilers.