Pairing cheese with some kind of sweet or sweet & spicy partner is a tradition that many cuisines have:
Spain pairs quince paste with manchego, many French cheese boards will feature some form of fresh fruit, jam or compote and closer to the Alps you may encounter fig mustard, which is also sweet with the mustard pungency.
Your gift is a modern version of that, probably with different flavors and spiciness levels. It’s a dip for cheese. (Same difference as chocolate biscuits and dog biscuits.)
I wouldn’t take the term “dip” too literally - treat it more like a condiment in general. You can dip your cheese, but you can also use it in a cheese sandwich or drizzle on the cheese, as you prefer.
For flavor pairing advice, that’s unfortunately outside of our scope. I noticed though that the manufacturer suggests cheese matches for their products, so please do your research there. That said: Food should be fun, so feel free to experiment.