Lets start off with Why you should use a weight belt?
Lifting belts can increase intra-abdominal pressure. This intra-abdominal pressure is good in that it increases spine and core stability. It’s bad in that it shoots up blood pressure and can aggravate hernias and other injuries.
Lifting belts can help performance on big lifts involving the lower back. If a lifter is squatting heavy or pulling big, a belt may be able to increase performance on those lifts.
However, if the exercise really doesn’t stress the lower back/core that much – leg presses, triceps pushdowns, etc. – wearing a belt is unnecessary (apart from making your waist look smaller and your shoulders look bigger).
Some lifters put their fingers in between the belt and their core. When they brace they should feel considerable pressure on their fingers. This is harder than it seems, and if it is for you then regress the movement in the following way:
Start in a normal standing position with a slight arch in the lower back and learn how to brace there. Then move into more lifting-specific positions. Hold the brace for about 5 seconds and do a few sets of this.
If you have an injury and you feel the belt protects it, wear it. It’s easy to brace the core hard in spinal flexion, but while lifting we want to mimic our lifting position which is usually with a slight spinal extension.