The way you act or conduct yourself is how you behave. Teachers and parents often tell kids Behave!
If you follow rules and get along with others, you behave well, while if you are nasty and rude, you behave badly. Behave can suggest acting in a polite manner, as when you tell a child (or an adult) to behave in public. We usually behave differently in different situations — like when no one is watching. If you tell someone "practice what you preach" you are pointing out that the way they behave doesn't quite match up to their words.