The long game refers to your drives (shots off the tee) and fairway shots; everything short of the shots you make to get onto the green.
Each hole has a different difficulty level, different par and distinctive hazards, so instructing you to use your Driver on every tee would be blatantly wrong.
This is something you will learn over time as you learn the various shots you make according to the club, the placement of the ball and your personal swing.
Generally speaking, the lower the club number, the longer and lower your ball will go. A 4-iron shot will travel long and low and will most likely roll, whereas a 9-iron shot will have much more loft and go less distance both in the air and on the ground.
The professionals on television make it look so easy; they consistently hit the ball long and straight and never miss-hit the ball making it dribble ten feet, or completely miss the ball.
Driving is very important to the game, and many hours spent at the driving range will help improve your distance. Experiment with the same club to see what works for you if you move the ball forward or backward in your stance. Take a lesson, if possible, and learn the proper swing from the beginning.
Mastering the long game helps you get to the green in fewer strokes, keeping your score and frustration level down. Remember that it takes a long time to learn consistency and remember to have fun!