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In Combat, the rules are pretty clear that your Companion will not really act unless you command it, per the rules:
"Your animal companion has the animal and minion traits, and it gains 2 actions during your turn if you use the Command an Animal action to command it; this replaces the usual effects of Command an Animal, and you don’t need to attempt a Nature check."
There are ways around it. In general, the feat that makes your animal companion into a Mature animal companion also gives it 1 free action to Stride or Strike when you don't command it. But otherwise, if you don't command them, they do nothing in combat.
The minion rules are a bit more open ended, since they state:
"If given no commands, minions use no actions except to defend themselves or to escape obvious harm. If left unattended for long enough, typically 1 minute, mindless minions usually don't act, animals follow their instincts, and sapient minions act how they please."
So, to answer your question: generally, no, your animal companion will not follow you for free during encounters. You need a feat for it to be able to move for free once per round, otherwise you need to command it. Outside of combat, the animal will probably follow you around with no commands needed, though if you want it to take an exploration action you do need to Command it.
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By the rules when in encounter mode a non mature animal companion does NOTHING unless ordered unless the GM decides that it does something.
Most GMs, for example, would have the animal move out of harmful terrain even if not ordered. But many would NOT have the animal automatically accompany you as that is a significant advantage for you to get for free.
Now, if the companion is mature it gets 1 action for free and that is quite often used to just keep up with you.
Basically, the action cost to command aan animal is an important factor in balancing the animal, especially at lower levels
In exploration mode things are much fuzzier.
Minion rules in general are notoriously vague.
In combat, it is fairly well defined - but it isn't very pleasant. No, the Minion will do nothing if not commanded except to flee or protect themselves from immediate danger. So they don't lose any of their defensive stats if not commanded to 'protect yourself from that enemy trying to kill you'. They also don't have to stand in a fire until they die. But by the rules they also aren't going to be doing any tactical movement to follow you around the battlefield automatically either.
Outside of combat is a lot less defined. If the Minion is not given commands, then some types of Minions are given broad examples of what they will do. But if they are given commands, there is no information on how long they will follow those commands for. The only thing that is even close is being able to use the combat rules and extrapolate a custom Exploration activity from that. But it is pretty punishing in a lot of scenarios to have to continually give new commands to your Minion every six seconds. It is also a bit shaky logic since it assumes that the lack of rules for giving commands outside of combat means that Minions can't be given commands any other way than the in-combat method that only lasts six seconds.
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As a DM I usually have the AC follow the player around out of combat, but once combat is started the PC has to command the AC to move and attack or it will kind of stay around the spot it started the combat at.
So pretty much the animal companion is treated like a constuct.
You should see how some GMs rule on familiars: Little more than magic granting pet rocks at some tables.
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So pretty much the animal companion is treated like a constuct.
No, they are well-trained animals that you're able to use in combat.
One of the most important things you want in a combat-trained animal is that it absolutely does not attack without being told. Obviously.
The fact that it does exactly what you want it to do is a good thing. It would be pretty bad if they didn't stay where you went them.
Why would they suddenly go faster, getting extra actions for no reason, even if they didn't?
In exploration mode, it's typically assumed that the companion is keeping up with you, by using its move speed. So if you're significantly faster than it, the group needs to slow down or leave it behind (just like with a slow PC). It doesn't get an exploration activity typically, but you don't need to use yours to have it travel with you.
Exploration mode is more vague deliberately as it's meant to be a more narrative/freeform play mode where you don't need short action increments. So it's just not really an issue unless there's a reason why your companion isn't travelling with you.
Personally I rule that if a PC wants their companion to take an exploration action instead of the PC character doing it, they can effectively spend their action commanding the minion to do that. It's pretty rare someone wants to do that, but it's there if it comes up.
IMO, one of the "best" ways to use an animal companion is as a mount. The character uses an action on Command an Animal, then the animal companion moves both itself and the character/rider.
The rules for outside of combat and in combat aren't symmetrical, because action economy matters a lot more in combat than it does outside of combat.
So while a companion can follow you outside of combat, it doesn't act on its own in combat. It has to be issued a command (until it becomes a mature companion, and gets 1 action on its own, that is still somehow commanded by you, but without you spending any actions to Command an Animal).
So pretty much the animal companion is treated like a constuct.
No, not really.
This is just a balancing act for having a minion in combat. You need to spend actions to have it do things, at least until it become a mature companion. You can flavor it how you like. My general approach for flavor is that the companion being trained, doesn't act in combat because it doesn't inherently know how to identify who is and isn't an enemy and even after an enemy attacks you is looking to you for guidance instead of acting on its own. After a period of time (1 minute), it left alone in combat, I might have it start acting on its own but it's probably going to simply run away and defend itself than doing things that would really help in combat.
You can make up whatever reasons you like, but ultimately its a rule to balance having an extra body on the field.