Follow Program
Follow Program is a per-source toggle: while it is on, that source’s audio is only heard while its picture is on Program. Cut or fade to another source, and this one’s sound follows the picture out; cut back to it, and the sound comes back too.
It is on by default for a new source, alongside routing to Master. For most cameras and microphones this is exactly what you want: whichever source is live is the one you hear, and you never have to remember to mute the last one by hand.
When to turn it off
Turn Follow Program off for a source whose sound should keep playing whatever is on Program — background music from a Media source, or a commentary feed that should stay up over every camera. With it off, that source’s routing (Master, A or B) and its own mute are the only things deciding whether it is heard.
Where it is
The toggle is in a source’s own settings, and its state is one of the things a source’s card shows at a glance.
Next
The audio mixer covers routing and gain; adding a VST3 effect covers processing what a source or a bus sends.