This tense is used when the action is continuing over a particular time in the present. It is different from simple present as the actions in simple present occur regularly over a period of time, but actions in the present progressive continue to happen in only a specifically mentioned time.
I go to the mall every week. (this happens regularly every week)
I am going to the mall. (this action doesn’t happen every week, but is happening now)
The difference between the plain past tense and the past progressive tense is similar to the differences in the present tense.
The actions mentioned in the simple past are those that happened at some point of time in the past, but the actions mentioned in past progressive are those that were happening at a specific time in the past.
Future progressive tenses are used for actions that will be continuing at a given time in future, or to add some surety to the action happening in the future. For example — “He will be meeting me tomorrow” sounds surer than “He will meet me tomorrow”.
He will be playing at this time tomorrow. (The best way to understand the application of future progressive is to imagine an action continuing in the present and then shift it to a future date).
“am/is/are” with root verb + “ing” for present progressive. For example — am eating, is sleeping, are cooking”, etc.
“was/were” with root verb + “ing” for past progressive. For example — was looking, were talking.
“will be” with root verb + “ing” for future progressive. For example — “will be saying”.