Rhino’s purpose in the game is to help protect your Village! If your Village is being attacked by another player, your Rhino will have a chance to block that Attack even if you have shields available.
Please note that when first hatched, the Rhino has a 10% chance of blocking Attacks. Using XP Potions to level him up will increase this chance.
In order to unlock the Rhino, you'll first need to complete the Creatures Card Collection.