I agree with Edward Shanks answer. I think using "on" in a context like this would be quite rare. "On” means “about/regarding” in this context. As Edward Shanks says, it's difficult to explain the nuance in meaning between using "on" or "of". Here is my attempt at explaining it: If you listen to some examples ON how you could use a phrase in different situations, you would for instance listen to different recordings of people explaining or talking about how to use the phrase in different situations. If you listen to some examples OF how you could use a phrase in different situations, then you would listen to examples of people actually using the phrase in different situations.

I disagree with the previous answer. They are both correct, but I would bet that the second sentence is slightly better for what you want to say. The second sentence implies that you are listening to specific examples of how you could use the phrase. The first sentence implies that you are listening to examples "on the topic of" or "related to" using the phrase in different situations. It is a very small nuance that is difficult to explain. I wouldn't worry about too much about it. You could use either, but the second sentence one sounds better.

Hi Jerry, I actually agree with Mikkel. I was too quick to jump to conclusions. Sorry about that. Aleks