You, as a medical student, will be seeing a patient after an initial assessment by another physician. He would have set into motion certain actions which are clues to the patient's problem. Medicine is an art. Learn to be like a detective in solving medical problems. Be attentive. Observe, smell, listen and feel for clues. Let me present you with a few examples:
Patient appeared cachectic. Both empyema and malignancy can lead to significant weight loss. You would have taken the history before starting physical exam. Suppose if I tell you that the patient is 60 years old male, 2 pack a day smoker for 40 years , comes in complaining of shortness of breath, weight loss of 30 lbs over 1 year and increasing cough with occasional tinge of blood. You obviously will come to the conclusion, most likely that he has malignancy. Confirmation of your clinical suspicion would require getting a CXR and pleural tap. Thus physical exam can help you determine the pathological process. However many etiologies can give the same pathological process. History will help you narrow down the considerations. Then you do investigations to confirm your clinical suspicion.