User-defined functions have several roles in SQL statements. They can certainly be used in ORDER BY and GROUP BY clauses as they can assist in sorting and categorizing data. They can also appear in the select list of a SELECT statement, allowing for the inclusion of calculated or dynamic values in the results. Additionally, they are compatible with CONNECT BY and START WITH clauses, which are used in hierarchical queries. These functionalities make options A, E, and G the correct choices regarding the capabilities of user-defined functions.