Looks like I have a lot more studying to do. Up until recently I "faked" signals using my old trusty Arduino, simply programming the signals (or close to the signals) I wanted. I decided to get a dedicated signal generator to make this part of my tinkering easier.
Your comments definitely gave me some direction and made me realise that, other than the straightforward configuration of signals via the UI, I really have to delve deeper into how this all works, i.t.o external triggers etc.
@DL2XY - Now that looks like an interface I can work with. Yes, the UTG962 comes with some software, but it doesn't look anything close to what you get with the Siglent (as per your screenshot). My initial thought was also "burst", but I simply can't find a burst feature in the software. I've downloaded a simple sinewave signal in CSV format (using the Uni-t software) and I'm trying to see if I can modify it to do what I need it to do.
So, talking as a complete sig-gen noob, what would you guys recommend I do to generate that signal?