They are used to branch on a condition (a diamond box in a flow chart) . The Pascal syntax is : IF (put a condition here) THEN BEGIN (put some statements here) END ELSE BEGIN (put some statements...
Convenience here is in terms of the human reader of the program; a good optimizing compiler may treat both the switch and the nested if-else as pretty much the same thing.
For me, using a switch is...
The break statement when used in a switch takes the control outside the switch.
The control falls through all the cases unless the break statement is given.