The rudder is for steering the nose of the airplane. If you weren't supposed to use it, they wouldn't put it on the airplane. Experiment with it, try all kinds of different things. You will figure out when you want to use it and when not to. It is a hobby, so if you want to make all your turns with ailerons and no rudder, do it!

I use my ailerons mostly to keep the wings level, and make heading corrections with my rudder. If I make an aileron turn, I use rudder to 'kick the tail around' so the plane makes a nice carving track through the sky. I flew a couple of full scale Cessnas and they have a little bubble that tells you when the tail is level with the nose (or something like that) in a turn. If you turn with only ailerons, the bubble goes out of level. You use rudder to keep the bubble level, which is called coordinating the turn.

I live near the local airport, and I like to watch planes fly over my head on approach. You can really see planes crabbing with the wind. If I land in a cross wind, I crab the airplane and use the rudder to kick the tail inline just before the plane touches down.