How to use dex exchange?

Hello there, I'm curious about the process of utilizing a decentralized exchange, or DEX, for cryptocurrency trading. Could you please walk me through the basic steps involved in setting up an account, depositing funds, placing trades, and withdrawing my assets? Also, what are some key advantages of using a DEX over a centralized exchange, and are there any potential drawbacks or risks I should be aware of? Thank you in advance for your guidance.