This is a difficult question to answer as it really depends on what you are doing with the heat gun. After all, there is a lot of difference between removing paint with a heat gun and gently melting some frozen pipes.
The good thing about these devices is that they are crazy easy to use. So if you are literally just asking how to use one, the answer is simple. Plug it in, turn it on. If the tool has the capacity, adjust the temperature to the setting you need and hold the nozzle close to whatever you want to heat.
Oh, and don’t point it at your face unless you want to end up looking like Sloth from The Goonies.