  We study the astrophysical implications of neutralino dark matter
annihilations in galaxy clusters, with a specific application to the Coma
cluster. We first address the determination of the dark halo models for Coma,
starting from structure formation models and observational data, and we discuss
in detail the role of sub-halos. We then perform a thorough analysis of the
transport and diffusion properties of neutralino annihilation products, and
investigate the resulting multi-frequency signals, from radio to gamma-ray
frequencies. We also study other relevant astrophysical effects of neutralino
annihilations, like the DM-induced Sunyaev-Zel'dovich effect and the
intracluster gas heating. As for the particle physics setup, we adopt a
two-fold approach, resorting both to model-independent bottom-up scenarios and
to benchmark, GUT-motivated frameworks. We show that the Coma radio-halo data
(the spectrum and the surface brightness) can be nicely fitted by the
neutralino-induced signal for peculiar particle physics models and for magnetic
field values, which we outline in detail. Fitting the radio data and moving to
higher frequencies, we find that the multi-frequency spectral energy
distributions are typically dim (with respect to the data) at EUV and X-ray
frequencies, but show a non-negligible gamma-ray emission, depending on the
amplitude of the Coma magnetic field. The best-fit particle physics models also
produce a detectable SZ effect, but do not yield substantial heating of the
intracluster gas in Coma. Due to the specific multi-frequency features of the
DM-induced spectral energy distribution in Coma, we find that supersymmetric
models can be significantly and optimally constrained either in the gamma-rays
or at radio and microwave frequencies.
