It's simply part of shading! When you shade you're actually emulating the flow of light around an object, highlights are simply an extension of that! To apply it, figure out where your light source is and how glossy the material should be. If it's skin, for example, highlighting would be next to nothing. On hair though, which is somewhat shiny... well, I've already posted several examples!
Experiment, watch some youtube videos on shading (proko is pretty tops), and keep practicing!