As noted above, Canon EF lenses with AFD (arc form drives) and MM (micromotor) drives use very simple autofocus mechanisms which rely on electric motors and geartrains - rows of tiny cogwheels. Unfortunately, turning such a focus system by hand can damage the geartrain, so such lenses have a switch mechanism which disengages the cogwheels when you focus manually. There is thus no way for you to focus manually when the lens is switched over to autofocus mode.

However when Canon introduced lenses with USM (ultrasonic motor) autofocus systems they also introduced full-time manual focussing (FTM). Such lenses allow you to adjust focus manually even when the AF/MF switch is set to autofocus. This is very handy, as it lets you adjust or touch up focus without having to flip the switch.

There are a few points to keep in mind here.

There are actually three different types of USM motors, although there’s no way to distinguish them apart by looking at them - the lenses are all simply marked “USM.” (use the PhotoNotes Lookup page to find which lens uses which motor)
The best USM motors are those used in most midrange and L series contemporary lenses - ring USM motors. A ring USM motor consists of two metal rings which vibrate at high frequencies, resulting in rotational energy. Full-time manual on a ring USM lens is easy - there’s a simple friction clutch which means you’re simply turning the whole motor by hand when you rotate the focus ring. This means you can focus the lens manually at any time, even if the camera is turned off or the lens isn’t attached to a camera.

The second type of USM is the earliest design, and seen only on a few older lens designs and some longer telephotos. These are electronic focus ring USM lenses which can only focus manually when the camera is actually turned on. This is because turning the focus ring sends electronic commands to the lens motor, ordering it to rotate. The following lenses are old-style electronic full-time manual USM lenses:
EF 50mm 1.0 L USM
EF 85mm 1.2 L USM
EF 85mm 1.2 L USM II
EF 28-80mm 2.8-4 L USM
EF 200mm 1.8 L USM
EF 300mm 2.8 L USM
EF 400mm 2.8 L USM
EF 400mm 2.8 L II USM
EF 500mm 4.5 L USM
EF 600mm 4 L USM
EF 1200mm 5.6 L USM

Finally, there are micromotor USM lenses. These are mostly inexpensive consumer lenses which do not support full-time manual, because they still use a mechanical geartrain. Arguably these lenses are barely USM, since the only real advantage they have over regular motors is that they’re slightly quieter.
There are a couple of exceptions to confuse matters, however. The 50mm 1.4 USM and the newer 28-105 4-5.6 USM lenses contain slip clutch mechanisms which let you use FTM in a fashion similar to a ring USM lens.

Adjusting focus manually is a bad idea when the lens motor is in the process of turning, since you’d be fighting the motor and straining it. Wait until the lens motor has stopped operating before turning it by hand.

Finally, adjusting focus manually is also a bad idea when the camera is in AI Servo mode, since the AF motor can kick in at any time.