You may eat chicken and pizza with your fingers if you are at a barbecue, finger buffet or very informal setting. Otherwise always use a knife and fork.
When eating rolls, break off a piece of bread before buttering. Eating it whole looks tacky.
On formal dining occasions it is good manners to take some butter from the butter dish with your bread knife and put it on your side plate (for the roll). Then butter pieces of the roll using this butter. This prevents the butter in the dish getting full of bread crumbs as it is passed around.