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The methods that you write for your WebObjects application provide the behavior that makes your application unique. Because you are writing subclasses of WOApplication, WOSession, WOComponent, and WODirectAction you inherit the methods provided by those classes. These inherited methods take care of the details of receiving HTTP requests and generating responses. However, you'll sometimes find that you need to override some of the inherited methods to perform certain tasks.
As you're writing methods, refer to the class specifications for WOApplication, WOSession, WOComponent, and WODirectAction to learn which messages you can send to these objects. The class specifications are in the online book WebObjects Class Reference.