When do I use DCF valuation and PEG valuation? Do I use different valuation methods for different types of companies? Also, any good tutorial videos showing how to perform DCF valuation?

DCF is one of the most commonly used method of valuation, but has some downsides, esp during bad times when there is no earnings. It will be hard to then project free cash flow. The limitations also extent to type of industry, nature of firm, etc.

PEG is not really a valuation but a metric.

You can look for valuation books by Awath Damodaran, pretty consice and clear info.