Transition words are markers you put in prominent places in your writing to make sure that your readers don’t take a wrong turn and get lost.
This is especially true when you are making a turn in your writing. Like when you are moving form one main point to the next. Or when you are stopping to give an example. Or when you are going into more detail about an idea.
In other words, every time you start a new paragraph.
And just about every time you start a new sentence.