I don't understand how it's even a question. Yes, you're supposed to make decisions that benefit both yourself and your opponent(s) on your turn. That's the nature of the game, the whole trading element means that you're going to make choices that benefit more than just yourself. This might be a straight forward as giving someone a wood for their wheat, so they can build a settlement, while you get closer to having that city. Or it might be less obvious, in refusing to make that same trade helps player 4, because it lets them build their settlement on the same contested space first. You don't make decisions the benefit only your opponent, because that doesn't make sense. And you have to make sure to stop helping before you give them what they need to finally win.
It's a game of competition and co-operation. It's rare (in a four player game) to be able to win without trading with the other players.
