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Mathematical oncology provides unique and invaluable insights into tumour growth on both the microscopic and macroscopic levels. This review presents state-of-the-art modelling techniques and focuses on their role in understanding glioblastoma, a malignant form of brain cancer. For each approach, we summarise the scope, drawbacks, and assets. We highlight the potential clinical applications of each modelling technique and discuss the connections between the mathematical models and the molecular and imaging data used to inform them. By doing so, we aim to prime cancer researchers with current and emerging computational tools for understanding tumour progression. Finally, by providing an in-depth picture of the different modelling techniques, we also aim to assist researchers who seek to build and develop their own models and the associated inference frameworks.