The user-manual :)

Seriously, read the few paragraphs in the manual that tell you how to activate that feature first.

IIRC you can assign one of the buttons in the front to activate bracketing and speed up access.

Then, you basically specify the number of frames (3-9) and step size (1/3, 1/2, 1) you want. There generally two common reason for using bracketing:

• To make sure you get the perfect exposure: Set the set size small, so that you do not miss it because it falls between steps. The number of frames should be set according to how confident you are about the meter.
• For HDR / Exposure Blending / Simulating a Graduated ND-filter: You want as large steps as possible to cover the broadest range. The number of frames depends on how contrasty the scene is. The more contrasty, the more frames are needed.

EDIT - In response to question edits :)

• Continuous drive mode lets you shoot the whole bracket continuously and stops after that. If you are talking portraits, action or anything that is fleeting, that is probably the best mode to use.
• Single advance mode lets you shoot one image at a time. If you are taking long exposures where the timing is critical relative to moving objects, people, passing cars, etc, then you should use this one. This applies for HDR too, where you need to make sure no objects are moving in your frame. For long exposures, you can let vibrations settle between each shot to improve sharpness.