You would use it for perfect tenses (don't mistake this for passato prossimo, even though it looks like a literal translation), eg. "have said". It's also in imagined past (which uses a modal, so "have" cannot conjugate), eg. "would have said". The other common uses include "have to" for an obligation, eg. "have to say", or as a causative verb (ie. a direct motivation), eg. "have someone say". Have is quite flexible! :)