Sorta guessing here, since I don't have an oven like this, but steaming is generally used for vegetables and fish. I personally don't like steamed food much; I think it waters down the flavor of the food. A microwave also uses moist heat and generally cooks things faster. I use mine for rice, par-cooking some foods, thawing frozen foods, and reheating.
Convection uses air circulation to even out the temperature in a regular oven, so I'm guessing that would be for baking or roasting, where you want dry heat.
Check out those videos. Some of them talk about specific meals made in it. Also, did your oven not come with a cookbook? We got an advanced microwave that has an infrared light that makes it work like a regular oven, but you have to use a metal plate on the bottom rather than the glass one used for microwaving. It came with a user's guide and a separate cookbook. Or, there might be one on the manufacturer's website.
The trouble with eating Italian food is that five or six days later you're hungry again. ~ George Miller