A Pokemon's nature raises one stat and lowers another. Usually speaking, a Pokemon's moves are determined by more factors than just the nature, but for the purposes of answering this question, I will solely focus on natures.
If you want your Pokemon to do as much damage as possible, then you should aim for moves that align with your highest attacking stat. Usually, simply looking at the base stats of the Pokemon should help you decide; however, in situations where a Pokemon has equal attack and special attack stats, the nature can be the deciding factor. There are 4 natures that increase Attack: Lonely, Adamant, Naughty, and Brave. Similarly, there are 4 natures that increase Special Attack: Modest, Mild, Rash, and Quiet. If your Pokemon is any of those natures, it is likely that you should try and teach it primarily physical and special moves, respectively. However, it is important that natures are just additional modifiers to stats; you should always look at your Pokemon's actual stat value instead of only looking at the nature.
One last thing I should say: it is not advised to adjust your moves based off your nature. Instead, you should adjust your moves AND your nature based off a Pokemon's base stats. Let's take a Pokemon like Rampardos, who has a massive base Attack stat of 165 but a measely 65 base Special Attack. This means that in game, your Rampardos should probably have physical moves, even if you have a nature like Modest or Mild that boosts Special Attack. If you are in a newer game, this means that you should use a mint to change your Pokemon's nature to something more optimal. As an example, Rampardos would benefit greatly from an Adamant mint to have an Adamant nature, then have all physical moves to utilize its massive Attack as much as possible.