Audience members normally applaud only at the end of the last piece in a group. To avoid embarrassing yourself, wait to see whether most of the audience has started to applaud when you are in doubt. However, is traditional to applaud at the end of solos during a jazz performance. Similarly, classical works are often divided into movements or sections. A symphony, for instance, usually has four movements.
Applause is given only after all the movements in a piece are done.
Here is how to interpret the notes on a typical piece in a music program. The composer of the piece is someone whose last name is Zrbinsky. Underneath the title of the piece, usually indented, will be listed the names of the movements. Often the movement titles are in Italian, and usually indicate the tempo at which the movement is played. Be aware that many performers and audience members alike strongly object to students wearing hats in audiences where they may obstruct the view.