The Cyclone is a specially designed missile launcher that can be used by Space Marines in Terminator armour. The weapon in the Terminator's left hand is replaced with a special targeting device which allows him to fire the Cyclone and his storm bolter in the same shooting phase. The Cyclone otherwise counts as a missile launcher with frag and krak missiles.
Cyclone Missile Launcher
Source: Codex: Space Marines, p. 34