Thermostatic Radiator Valves (TRVs) sense the air temperature around the head and regulate the flow of water through the radiator which they are fitted to. They do not control the boiler.
The temperature on the head should be set at a level that gives you the room temperature you want. These settings may have to be different in each room, and you should set the TRVs to suit each room and then leave them to do their job.
Turning a TRV to a higher setting will not make the room heat up any faster. How quickly the room heats up depends on the boiler size and setting, and the radiator size. Turning a TRV to a lower setting will result in the room being controlled at a lower temperature, and saves energy.
TRVs need a free flow of air to sense the temperature so they must not be covered by curtains, blocked by furniture or be put behind a radiator cover or guard.
TRVs cannot turn off the boiler when the house is warm. To do that, you will also need a room thermostat. The radiator that is in a room where the room thermostat is fitted should not normally have a TRV, but if it does, keep the TRV on the maximum setting and adjust the room thermostat as explained with the instructions.