When cooking oil creates a better flow of heat between the frying pan and the food. Add oil to make it fried faster and evenly.
Adding too much oil, and not enough heat will boil the food, not fry it. If you want to deep fry you need a lot of heat.
Different oils have different tastes, find your favourite yourself.
With different temperatures, because at a certain temperature it’ll start creating smoke. It’s unhealthy. Here’s a neat list of the oils and the temperatures.
When using oil in a salad I recommend a virgin olive oil (unheated and/or unprocessed), and then adding whatever you want sprinkled on top. Makes for a neat, simple taste. Google for advanced dressings.