Pruning your Bonsai is essential in maintaining it into a compact shape. The more you prune, the more branches will develop on your Bonsai.
Depending on the type of plant you have will depend on how regular you will need to prune it as different plants will grow at different rates.
In general terms with most plants you should let the new growth elongate out to 3 to 4 sets of leaves and then with a sharp pair of Bonsai trimming scissors you should cut back to 1 or 2 sets of leaves on the new growth.
Most conifer Bonsai such as Junipers can have the new growth pinched back with the tips of your fingers. The foliage should snap off cleanly in segments. You should target the apical growth of all new shoots and reduce the new growth by up to half.
You can use trimming scissors to prune new conifer foliage growth but be careful to cut in between the needle like foliage to avoid making large fleshy cuts resulting in large amounts of browning off on the ends of foliage.
Pine trees are more specialised in their pruning and it can be quite an involved process. More detail than space allows here. There are a couple of specialised books on growing and developing Pines for Bonsai.
It is essential reading if you want to develop wonderful Pine tree Bonsai.