General ⇒ Confusion by different Compilation Profiles

[alqh]

I'm quite confused with these LaTeX => PS => PDF and LaTeX => PDF using PDFLaTeX. To insert a JPG or PNG image I have to use PDFLaTeX (i. e. LaTeX => PDF). Then some figures like tree diagrams and stuff I need to use Postscript LaTeX => PS => PDF. Can anyone explain more about these compilation / build profiles or direct me to some page or books that tells more about how LaTeX (programmically) works? Now I'm just all about trial and error, what works works.