In addition to Hanni's answer: I think, those interrogative pro-adverbs are often used according to the expected answer.
For example:
1. Weswegen ärgerst du dich so? (Why are you so angry? (cause))
- Wegen Daniel. (because of Daniel)
- Deswegen. (The speaker is pointing to the reason/cause.)
2. Warum machst du das? (Why are you doing that? (purpose))
- Um dich zu ärgern (to make you angry/ to tease you)
- Ich will es so, darum mache ich das.
- Weil es Spaß macht. (because it's fun)
- Darum. (Favourite answer by annoyed people to get rid of people)
3. Wieso kommst du nicht? (motive, reason, cause)
- Weil ich keine Zeit habe.
4. Weshalb bist du so gemein? (Why are you so nasty? (reason, cause, inducement))
- Deshalb. (Favourite answer by annoyed people to get rid of people)
- Weil du es auch bist.
- Du hast mich geärgert. Deshalb bin ich so gemein.
"Warum" and "wieso" are used for everything. "Weswegen" is mainly used in cases where you expect a tangible cause, not an explanation. "Weshalb" is used less often.
But don't worry too much about it.