Do I use the Air Fry fan when baking with the Emeril 360 Air Fryer/Oven?

The fan isn't for frying only: it helps to regulate the heat more consistently and hastens the cooking/baking process. Turning off the fan doesn't turn off the element, however, so it will only slow down the baking process. If the instructions indicate that you turn the fan off, it could be because the item you're baking should bake at a very slow rate. This, however, means that the heat will come from above only, so just keep an eye on your food, just to be safe.