Hot melt glue, the kind that you use in a handheld glue gun with glue sticks is not the proper glue choice for most woodworking gluing tasks. There are some applications however where having hot melt glue in the shop is very convenient. I will go through some if the disadvantages of using hot melt glue and then give some ideas as to when using this glue would be practical.
(As a note, edge banders and other woodworking machines also use hot melt glue, usually in pellet or large cylindrical forms.)
The place where hot melt glue excels at is to temporarily bond two pieces of material, regardless of what material it is, fairly rapidly. However, the main downside is that the bond is not very strong, and the melting of the glue may mar a wooden surface as the glue gets absorbed by the wood fibers leaving it difficult to finish afterwards.
Some woodworkers have recommended to use hot melt glue to bond pieces when making forms from templates. However, double sided tape is a much better option as the bond strength is stronger and hot melt glue usually has a thickness to it, which may make the template and workpiece not perfectly aligned.
Given these limitations, there are times when hot melt glue is a good option to use in the workshop. A very good place to use hot melt adhesives is as a temporary hold when making jigs. This is especially true if the jig is large. The hot melt glue will hold the pieces well enough to be able to put a first screw, nail, or tack in place to get you started.
Another good use of hot melt glue for woodworkers is to temporarily hold hardware in place. The installation of hinges for example can sometimes be difficult as you try to hold the hinge in place while getting that first screw in place without moving the position of the hinge. Just hot melt glue the hinge first, and your task should be much easier.
Also note that there are many different kinds of hot melt glue (sticks) to choose from. These have different properties such as the melting point, viscosity, open time, compression set time and color. There are hot melt glues that are specifically designed for the woodworker. Examples of different glue stick types.
Another note, there is a product that is called polyurethane hot melt glue, aka PUR hot melt. Although the application method is with a similar hand held glue gun, it is not a regular hot melt glue.