Remeber that when the plane turns the wings have to do extra lifting. Not only must they support the weight of the airplane, but they must supply the lift to counter the centrifugal force, as well. I won't bore you with a physics lecture, but an airplane making a level(non-descending) turn with a 45-degree angle of bank needs to make 44% more lift than if it were just flying straight and level. This means that when you roll the airplane to turn, you must also pull (and hold) some up elevator as long as the wings are banked.

Historically, Most aircraft controls are mislabeled.
The rudder control is actually used to roll the airplane (in your non-aileron airplane)
The elevator control turns the airplane once it is rolled.
The elevator also controls airspeed. Pull the nose up, the plane slows. Push the nose down, the plane goes faster.

The throttle controls altitude. Add throttle, the plane climbs. Decrease throttle, the plane descends.