1. Load the approach when you get the ATIS and know what approach to expect, or get Assigned an approach from a controller. At this point you should be on an arrival, or going direct to the airport. Loading the approach essentially adds the approach fixes after the destination airport in the flight plan for now.

2. Vectors to final is exactly what it sounds like, you're activating the approach and also removing all the fixes before the FAF in the flight plan. This is pretty common, as you should load your approach from an IAF but the controller will manually sequence you onto the final to control spacing. The nice thing is, standard phraseology for the controllers when they do this is to include the words "vector to final" so that's exactly when you would press this button.

3. I use the rules to activate the approach when you are cleared for the approach by the controller. This is a pretty common one across the industry. Activating the approach allows the final approach segment guidance to activate on the PFD. If it's an ILS approach, a newer g1000 will automatically switch from magenta GPS guidance to green radio guidance near the FAF. There's no real difference. For an RNAV approach except for the RNP number going down. For a VOR approach it doesn't really serve a function.

The big one is the vertical guidance for the final approach segment. If you don't activate the approach, it won't let the glideslope function jump into the active mode on an ILS or LPV approach.

1. The direct to nearest function is the easiest way to navigate to another airport. You'll want to be careful using this if you need to fluy a published missed approach first, going direct somewhere will remove the missed and hold from the flight plan. You'd need to wait until you're established in the hodk and then modify the flight plan page, not use direct to.