I have a continuous outcome (brain volume: total and divided into specific brain regions) and categorical exposure (smoking- 4 categories)

I am using linear regression to analyse this relationship- so far in my adjusted models not seeing very much!

I have information on many covariates which are coded in different formats/types; binary(eg sex), categorical(eg education level), and continuous (eg IQ). I want to check associations of these against both my exposure (categorical) and outcome (continuous).

Should linear regression be used for all of these? Or do I need to use another statistical test when looking at categorical vs categorical data etc ?

Thank you- any advice would be hugely appreciated, I am very new to epidemiology and biostatistics