One of the most important reasons to consult French pronunciation dictionary entries is that the phonology of French is so different from that of English. Not only do French sounds differ greatly from their English counterparts, but it's also the case that French has a very large repertoire of sounds. While Spanish has five vowels (monophthongs), French has at least sixteen, depending on a few variants of similar sounds. With so many vowels to distinguish from one another, it's no surprise that pronunciation dictionaries sometimes need to be consulted.
Reading French Pronunciation Dictionary Entries
In most French dictionaries, information comes between the spelling of the word and the definition of the word. Most dictionaries give the part of speech (noun, verb, etc.), whether or not a noun is feminine or masculine, and the pronunciation of the word. Not all dictionaries give this information. If you are very keen on learning French, getting a dictionary that includes this information is key.
Pronunciation Guide
Once you have such a dictionary, you will notice that the letters used in the pronunciation guide of the dictionary entry are sometimes the same as letters you already know, and sometimes different. The pronunciation in the dictionary is not written in the Roman alphabet (what you're reading right now), but in the IPA (International Phonetic Alphabet). Once you can read the IPA, no language will be 'foreign' to you; that is, you still may not know what the words mean, but you will be able to pronounce any word that is written in IPA.
You can find the IPA in many places online, including an extensive entry on Wikipedia. In this entry, you can read all about pronunciation, as well as seeing all of the symbols for the sounds themselves. Learning the symbols for the sounds that are used in French is a good place to start; several sounds in the IPA do not appear in French. Wikipedia's IPA chart for French is an excellent resource for students of French to focus on only the sounds of the IPA that exist in French. If you master these sounds and symbols, you will be able to read each and every French pronunciation dictionary entry, enabling you to perfect everything from saying French phrases to how you pronounce French numbers. For the greatest chance of success, minimalize your association with the French sounds to a related English sound. Try as much as possible to simply learn the French sounds instead of assimilating the French sounds to an English sound.
French Pronunciation Tools
While dictionary entries with a pronunciation guide can help you to 'translate' the French word spelling into French phonetic sounds, learning the sounds themselves is best done through a course. You can take a practical French phonetics course at a university. Alternatively, you can learn the basics through a textbook devoted to the subject.
Savoir dire is a full pronunciation course textbook, which is entirely written in French. This is an advanced resource, and intended for the advanced student of French. Traité de prononciation française is an academic text that is meant both for native and non-native speakers of French, but is less of a learning tool than a reference tool. Lastly, Exercices systématique de prononciation française is a rare book that can be difficult to obtain, but offers exercises that are well designed to gradually and systematically introduce one to the proper pronunciation of French sounds, and is an excellent learning tool.
Once you've learned to pronounce the French sounds, the pronunciation specifications in the dictionary will mean a lot more to you, and will enable you to pronounce French words the way that a French person would pronounce them. For this reason, French pronunciation guides can advance your spoken French skills considerably.
