At the bottom of the link, above, is a important reference to Santiago Rodriguez - our guest pianist. So the next time the music stops, you don't make a sound, but everyone around you begins to shout and clap furiously. It is customary to applaud his or her entrance. When the conductor follows the concertmaster onto the stage, applause is appropriate. Often soloists will come on stage with, or follow, the conductor.
Applause here is appropriate, too.
You of course may clap at the end of a piece of music if you feel so inclined. The best way to know if you are between movements is that the conductor will NOT turn around to the audience, but keep facing the orchestra. When a piece ends, the conductor will lay down the baton and turn to face the audience. Often, during applause, the conductor and soloists will leave the stage, only to return a few seconds later as the applause continues. If the audience really liked the performance, they may keep applauding, causing the conductor and soloists to return to center stage several times.