Azmodan's consort, Cydaea, guards the Heart while his commanders are fighting in the field. It is very vulnerable, and without a shield to protect it, the heart can be crushed easily. The Nephalem must destroy it to reach The Core of Arreat and kill Azmodan.
Destroying the Heart of the Damned is required for the questHeart of Sin. The Heart of the Damned (object) is located in the Heart of the Damned (area), deep within the Tower of the Damned.
Upon entering the central room in the Heart of the Damned, Cydaea confronts the player(s). The player(s) needs to weaken Cydaea in order to dispel the shield surrounding the Heart, which allows the player(s) to destroy it.