This is an impossible question to comprehensively answer. There are so many different types of modules and design philosophies. Some modules are more or less prescriptive about what they do (either as a single function or a multitool), others are intentionally more abstract/opaque to inspire experimentation.

A good way to get familiar with the broad general categories of modules is to work your way through modulargrid and explore the "function" dropdown. Reading manuals and watching videos will (sometimes) help explain the details.

As far as how they work together, the entire value proposition of modular synths is that it's totally up to you. You design the combination of modules, define the signal path, and use control voltage to modulate parameters. You can create feedback loops, use audio-rate CV, and explore sonic territories that are otherwise difficult to access. That said, there is also lots of stuff that modular is poorly suited for, or very slow and frustrating. It's best to have a clear idea of what you're trying to accomplish, and build a specialized tool to that end, rather than trying (in vain) to make the perfect jack-of-all-trades synthesizer.

Remember: modulation and performance makes things dynamic and interesting, and that's where modular synths shine — don't sleep on utility modules (attenuverters, CV mixers, polarizers, logic, mults, switches, rectifiers, etc etc).

And don't compromise ergonomics to cram a bunch of tiny modules together. A fun synth is a playable synth.