Uhm, well ... you're in a ship all the time - so your combat role is dictated by a couple things, first of all is your ship.

You can fly a battleships or heavy assault cruiser that is kitted out for long range alpha strikes - known as "sniping".

In the same vein, there are a whole slew of covert ops ships that you can fly, from your basic cloaked reconnaissance vessel - to a stealth bomber, to a force recon cruiser.

Being a loner in EVE is a good way to die though.