This is obviously situational but imo you should be looking to split push. You should be able to melt structures with your Cannon W. However, sometimes your team needs you at objectives and teamfights so when looking to fight endgame you should be looking to blow up the enemies' back line or priority targets. Basic team fight knowledge but be careful if they haven't used their self peel yet because you'll be getting blownup instead. If you really have to and you have someone like a Vayne you can play to peel for your carries. If someone else is/has a better win condition than you then sometimes its better to play for them. However, if you can do something they cannot and it is crucial to a fight then you should look to do whatever that is.

Basically look to split push or get objectives and if you must team fight focus the carries on the enemy team or play protect the president with a member of your team.