VOR navigation can be used in two ways.

The first has to do with flying towards the VOR station. To do so you must tune your active navigation station to the specific VOR station's frewuency and then rotate the OBS until you find an aligned TO direction. Now you have two options. Either set the heading to equal the route indication of the OBS needle (with or without autopilot) and secind is to engage the autopilot and select the NAV button. This will also take you towards the VOR station. If suring the flight the alignment of the VOR needle is missed just turn the OBS accordingly to re-align it. As soon as the NAV button is lit the autopilot will change route towards the VOR station again.

The second situation you might want to use VOR is to follow a specific route TO or FROM a VOR station. To do so tune your active radio to the required VOR station's frequency and turn the OBS to indicate the requested direction TO or FROM the VOR station. Let's say that you want to land in airport of Athens (LGAT) and towards the runway 33 (330 degrees) coming from north (this approach for LGAT is prohinited but anyway). Assume you are above Corfu (Corfu is north-west of Athens) heading south-east which means the runway direction lies on your left. Tune to Athens VOR and set the OBS to 330 degrees TO direction. Now set a heading which will soon intercept the LGAT-VOR-TO-330-direction (say 270 degrees). As soon as the VOR needle is align with the specified direction turn toeards 330 degrees. This will bring you aligned to the runway. Of course you will have to start tuning somewhat before the total alignment in order to be on the other side. Just start the turn when the alignement indicator starts to move towards the needle.

Hope it helps.