Line break
Enter it as Shift+Enter
Pay special attention that line breaks should not be used routinely. They don’t end a paragraph. A paragraph is a homogeneous basic unit of discourse exposing one idea. There is no reason to leave some white space in the middle of a paragraph. If you have several ideas, use several paragraphs. Spacing between them is a matter of style configuration. And you can even disable spacing between paragraphs of the same style for a compact look, keeping spacing before and after the group of identical paragraphs.
The only context in which a line break is relevant is “definition-like” paragraphs with hanging indents (the first line is “outdented” leftwards relative to the left paragraph indent (edge). Usually the word is followed by a Tab so that the explanation start on left indent and aligns with subsequent lines. But you may have very long words of expression pushing the cursor beyond paragraph left indent. In this case you type a line break instead of the Tab to start the explanation/definition on next line at left indent.
In both cases, term and explanation are clearly separated by whitespace either horizontally or vertically.
Paragraph break
As you already know, this is Enter.
Subsequent paragraph is styled according to Next style. By default, it is the same.
Scene break
Your first paragraph in the scene is certainly “specific”, either stage remarks, list of characters, …
Then assign this paragraph a dedicated paragraph style with Next style setting configured for your running text, e.g. Body Text which is intended for your main topic.
If your scene are numbered, use some Heading n for that. This allows to collect all act, scene and other headings in a TOC (even if not numbered). I suggest Heading 1 for acts and Heading 2 for scenes.
"Section" break
I assume section here means a “part” having some significance for you (perhaps act?). I prefer not to use this word because it has a technical meaning in Writer: part of a page with different “geometry”, mainly number of columns.
Empty lines are a plague in Writer and more generally in any document processing application. Empty paragraphs contain no information (“void” significance) but they are managed just like the others and can be flushed anywhere by text reflow.
Consequently if you rely on them for page layout, be prepared for unexpected bad results.
Every paragraph follows a box model where spacing around all 4 edges can be configured in the paragraph style. Then, instead of “sandwiching” your stars between empty paragraphs, you should design a specific paragraph style for the stars with spacing above and below set to your preference.
This will create an atomic block where white space cannot be separated from the stars. You can also enable Keep with next paragraph flag in the paragraph style so that the stars are never left alone at bottom of page. They are the associated with the next paragraph on the same page.
I suppose this is probably not what you want if you consider the stars to be an separator at end of a “section”. There is presently no way to constrain automatically such a separator after some other paragraph, preventing a page break to occur between the paragraph and the stars.
The workaround would be to create a dedicated paragraph style for the last one in a “section” but I consider it a twist of logic which creates more problems than it solves when you edit your draft.
Another solution would be to force the heading of the “section” to start at top of page with a clear typographical “signature”, e.g. increased font size and weight. This is done traditionally with Heading 1.
Common remarks/tricks
Never, never, never insert empty paragraphs in a document. They will sooner or later play nasty tricks on your back. You’ll spend much more time trying to fix layout glitches caused by empty paragraphs than designing correctly your paragraph styles and their vertical spacing. Remember that the box model includes spacing above and below. Most newcomers neglect one of them. Using only one is faulty. The significance of a paragraph requires you think about all spacings.
Design your own style collection, starting from factory-shipped ones. Don’t disregard character styles. In the end, you’ll have a rather small set of styles you’ll use over and over. You can assign keyboard shortcuts to them so that you don’t drop your keyboard to grasp the mouse. I use Ctrl+num_keypad for paragraph styles and Alt+num_keypad for character styles.