On all Insignia showers, you will have a minimum of three water features. Some showers have more, but the minimum for any model is three features. These are; the overhead monsoon rain shower, the hand shower, and the hydro-massage jets. All of these features can not be used simultaneously. You move the selector valve to change which feature the water will come out of.
This works via a diverter in the valve which diverts the water being fed to the shower down a specific channel. See a picture below of a three port valve, with each port highlighted in red.