The hidden path: bridges
For crossing when the border itself blocks Tor.
Some borders are watched. A number of ISPs and a handful of countries block Tor entry outright or log it. A bridge is the hidden path across that border. It routes your Tor connection through a relay that is not on the public list of Tor nodes, which hides the fact that you are using Tor at all.
When a bridge helps
Use a bridge when Tor Browser cannot connect, connects painfully slowly, or when the Tor Project's own site is blocked where you are. Those are the signs that your border is watched. A bridge routes around the block by looking like ordinary traffic.
When it does not
If Tor is not blocked where you are, a bridge only adds latency for no privacy gain. It is a tool for a specific problem, not a default to switch on everywhere.
How to set one
Open the Tor Browser connection settings, choose to use a bridge, and pick the built-in obfs4 option or request a bridge from the Tor Project. Restart the browser. That is the whole setup.
What it does not do
A bridge hides that you are on Tor. It does not change anything about what you do once you are on Tor. Every rule in this atlas about verifying addresses and reading the terrain still applies exactly as written.