What others have said here is good.

Throughout the pattern, your hands and feet should be connected by steel rods. You bank right, put in some right rudder. If the nose starts to "swing" rather than "turn" (there is a difference, if your instructor has never showed you a skidding turn, ask him to do so), then relax the right rudder just a bit. But always input rudder in the direction of your bank inputs.

This all goes out the window when you are rolling out of the turn to final, however. You should know what direction of wind to expect. Be asking yourself through the turn, "will I have a left crosswind or a right crosswind?" Knowing the answer will tell you which direction to apply ailerons in order to correct for wind drift on final. Left wind, left aileron and vice versa. Put in the aileron correction as soon as you finish the turn to final, then use the rudder to make those runway centerline dashes STRAIGHT! Not almost straight, not sideways, but STRAIGHT. From that point on, change aileron as necessary to keep the aircraft from drifting side to side. Change rudder as necessary to keep the centerline straight.

Continue these inputs all the way through the flare and touchdown so that you land on the wheel that is on the side of aircraft from which the wind is blowing (called the upwind wheel). That is the aileron's job. Your wheel should also be pointing straight down the runway, not skidding sideways. That is the rudder's job. In a strong and/or gusty wind, this will require a fair amount of "dancing" on the rudder pedals. Don't be afraid to push all the way to the stop on the rudder control if necessary (If you have the rudder all the way to the stop and the airplane STILL turns towards the wind, you've just tried to land in a stronger wind than the aircraft is capable of handling). Remember your rudder gets less effective the slower you fly, so if the rudder input was correct on final approach, you may need more rudder input to achieve the same result during the flare.

Once you touch down, the temptation is to relax all your control inputs and breathe a huge, big breath. Don't do that yet! Just like the rudder, your aileron is less effective as you get slower, meaning you will need to put in MORE aileron into the wind as you slow down. A proper roll out is one in which you use rudder to maintain the centerline, and aileron input is gradually increasing until you are at full aileron deflection into the crosswind. If you are doing a touch and go, this will require more aileron input as you slow down followed by decreasing aileron input as you speed up.

Hope this helps. One final tip: all of the above is just to help you understand the theory behind what SHOULD be happening. When you are actually in the airplane, don't overthink what you have to do. Your instructor has probably already taught you all of these things, and all you have to do is develop the physical skill. You'll get there!