Some ISPs and some countries block Tor entry. A bridge routes your Tor connection through a relay that is not on the public list of Tor nodes, which hides that you are using Tor at all.
When a bridge helps
Use one when Tor Browser cannot connect, connects very slowly, or when the Tor Project site itself is blocked where you are. Those are the signs your border is watched.
When it does not
If Tor is not blocked where you are, a bridge only adds latency for no gain. It is a tool for a specific problem, not a default.
How to set one
Open the Tor Browser connection settings, choose to use a bridge, pick the built-in obfs4 option or request one from the Tor Project, and restart. That is the whole setup.
What it does not change
A bridge hides that you are on Tor. It changes nothing about what you do once you are on Tor. Every rule on this board about verifying an Awazon address still applies exactly.