Bread making means that you are tending a culture of live yeasts - and, in sourdough, also bacteria. Just like the lizard in a terrarium, they thrive best when given optimal temperature, humidity and food.
Your dough already takes care of the food and pH of the environment, but if you want your bread to rise either with a given speed (to fit your schedule) or in a given manner, you can use a proofing machine. "Given manner" means that the yeast colony will create different byproducts depending on growth rate and the presence of overpopulation stress. These byproducts taste differently, so your bread will have a different taste depending on the circumstances under which it rose. "Proofing" is a synonym for letting the bread rises.
When you know have determined which temperature and humidity produce the colony growth pattern you like best (or the recipe has this info for you), you can use a proofing machine to achieve it. It is simply a controlled environment when you set up your preferred temperature and humidity and the box maintains it for you.
So much for the theory. In practice, I'm surprised that somebody so new at baking bread has this piece of equipment, as it is quite uncommon. It is something which can give a specialist the last 5% of quality which are hard to achieve any other way, but until you have arrived at that point, it is unlikely to give you much advantage over proofing on the counter or in the refrigerator.
Still, now that you have it, the way to learn to bake bread is to first learn the right process. There are many extensive books on this, but you can also find shorter resources on the Internet, Stephie linked some sites which have articles on bread baking. After that, you'll know when the proofing step is, and then you will be able to use your machine when a recipe says to proof on the counter.