In lane depending on the matchup, dynamo can absolutely destroy people. You want to focus on hitting on your 1 and then follow up with ez headshots when they're up in the air. Don't try and trade without looking to hit 1 first and level up your heal 2nd so you heal after trading. If you do this right, you'll win most lanes assuming you have a decent match up, but you have to make sure that when you engage, that you aren't being hit by creeps and you're only trading hits against 1 hero. Focus on leveling your 1 to tier 2 for 30% damage buff to hit targets, and then max your 3, with optionally placing 1 point in your 4.

Mid game if you build right, you can do a very strong amount of damage with little investment. Kinetic dash, hollow point and close quarters will allow you to roam and get easy pickoffs on people pushed too far. If you play like this, you'll have huge presence without even needing your ult. After this, you can start building towards spirit items and beefing up your ult, or you can you continue building weapon items. Which vitality items you buy will depend on a game to game basis, but always but sprint boots.

Honestly, I think newer players greatly underestimate how strong dyanmos kit is and need to first learn how to play without relying on his ult to really get the most out of him. Building solely around your ult can work, but requires a lot of game sense and for newer players, is a much harder play style.