Dry rock is a rock that does not allow water to pass through it. An example of this rock is granite.
Such rocks were formed by volcanic eruptions. Many years after the explosion rocks are still at very high temperature. The heat of these rocks comes from nuclear radiation, directly or indirectly.
Directly: from radioactive elements which decay found inside the rock.
Indirect: because it comes in contact with the lava. Lava gets hot from the heat released during nuclear fission reactions which take place in much deeper layers in the earth.
The heat source for all volcanic processes are the natural radioactivity (decay) inside the Earth.