Learning to play Rally games

Some months back I got Dirt Rally 2.0 when it was free on PS+ and then finally got around to start playing it some weeks ago.

And mostly I am having a lot of fun with it, starting to get somewhat decent now after some 50 hours I would guess. With Front Wheel Drive cars.

Front Wheel Drive is easy. You point the front axle where you want to go, and it pulls the rest of car behind it. Like a normal car or a horse carriage. Only thing that can happen is that you oversteer and your back slides out when you go too hard into a corner, or you understeer and your front just doesn't turn as much as you want to. I get that. That's easy.

With Rear Wheel Drive cars I do at least understand that the rear axle is pushing the car from behind, and if your front axle isn't perfectly straight, it tries to push the front of the car to the side. Like would happen if you try to push a toy car from behind with a stick.
If I am driving relatively slow, I can make it to the end of the track with the car still being recognizable as such. But going slow is not really the point of a racing game.
How do you control these things at speed? If I want to go around a corner without going slow, the front will move sideways but the car will keep going sideways in a straight line for the next 50 meters or so and probably just spin out completely as well. Why did anyone build such cars? Why would anyone want to drive like this? How are they supposed to be driven?

Four Wheel Drive cars are just a complete mystery to me. I have no idea what's going on with these things as they tumble away into the infinite reaches of space.

Well, I don't know if you're doing this from your description, but you have to remember to counter-steer as the car starts to skid--e.g. if the back end steps out you need to immediately turn into the skid to try and retain control. As for four wheel drive cars, you need to keep the throttle on because their major advantage is traction, so you're better off trying to power the car through the corners than to come off the gas if things go a bit pear-shaped.

I know counter steer to get the car back straight when it starts going sideways. (Basically doing a fancy three point turn.)

But how do I apply that when I want to go around the corner, my car is facing correctly sideways, but I have no grip to actually start moving sideways?

Not sure how to answer you, TBH; I'm not the best at this sort of game, I just sort of muddle through. Problem with RWD cars is that virtually anything you do (using too much power in a corner, braking mid-corner, etc) is likely to make the back end step out and you just have to get used to how that feels and correct for it. There's a reason most cars in real life are FWD, they're a lot more predictable and easy to drive (albeit not as exciting for sporty types).