Typically, weights are mainly used with baited hooks. For beginner fishermen, either a baited hook under a bobber, or a sliding sinker with or without a sinker slider with a baited hook is usually an ideal fishing rig setup.
Using weights with bobbers will tend to sink the bobber. However, if the current or the wind is moving your bobber all over the water (how freakin' annoying, right?), then try this little trick... Determine how deep the water is. Then tie a leader line with a weight on one end, and long enough past the hook that it will touch the bottom. This should keep your bobber and baited hook in one general area.
Lures are mostly fished on their own without weights. However, advanced techniques lend to adding weight to lures to help get the lure down further in the water column, and/or to provide different actions to the lure, etc,.
Hope this helps you out and hopefully catching fish! Feel free to ask away if you have any other questions.
In the meantime, check out the following sections on our website to help gather knowledge as you gain further freshwater fishing experience....