You must use headlights when:

Answer: B — There is fog

Using headlights during daytime is unnecessary as there is already sufficient natural light. Activating turn signals does not require the use of headlights as they are separate functions. Showing courtesy to other drivers is not a valid reason for using headlights. Therefore, the only appropriate option is B, when there is fog. Fog can greatly reduce visibility, making it important to use headlights in order to be more visible to other drivers on the road.