When do you drive in sport mode

Sport mode is most useful when you want to explore your automobile's full performance capabilities. Since this setting will likely make the throttle response sharper, the steering heavier, and the suspension not quite as comfortable, you'll want to avoid using it while commuting.

What is sport mode used for?

In the engine, sport mode usually makes the throttle more sensitive to your touch on the gas pedal. The result is usually a more responsive acceleration. For the transmission, sport mode typically expands revving capacity by moving the points at which your automatic transmission would usually perform its shifts.

Should I use sport mode on the highway?

You can definitely switch from D to S while driving, just don't do it while pedal to the floor. Even that is probably safe as the computers won't let it hurt the car, so it will only shift when its safe to do so regardless of what you ask it to do via the lever.