Water is used most often. When you want to rise from the ground, you drain some water out. When you want to come back to the ground, you release some helium. To steer to the left or right, you need flaps called rudders. To steer up and down, you use flaps called elevators.
Some blimps have engines that can rotate in different directions to help steer.
To move forward, you need a motor with propellers. In a blimp, the cockpit is inside a gondola, which is like a small room at the bottom of the blimp. This is where the pilot sits and controls the blimp.