chords to style and what chords go with what

do you play all of the chords, A B C D E G when you play a style like to blues? Is there an order you play in? also how do you know what chords go with what, there are so many.

In a normal song, you wouldn't play all of the chords unless it's made that way. Usually you will have a typical progression (certain set of chords) This order depends on the type of progression.

Key of C

C D E F G A B

common Jazz progression:

II-V-I = D - G - C

It takes time, but you'll soon be able to understand how chords link together and what works with what.

But it depends on the key of a song to know how it works, and what chords are being used.