Generative Diffusion Models (GDMs) have emerged as a transformative force in the realm of Generative Artificial Intelligence (GenAI), demonstrating their versatility and efficacy across various applications. The ability to model complex data distributions and generate high-quality samples has made GDMs particularly effective in tasks such as image generation and reinforcement learning. Furthermore, their iterative nature, which involves a series of noise addition and denoising steps, is a powerful and unique approach to learning and generating data. This paper serves as a comprehensive tutorial on applying GDMs in network optimization tasks. We delve into the strengths of GDMs, emphasizing their wide applicability across various domains, such as vision, text, and audio generation. We detail how GDMs can be effectively harnessed to solve complex optimization problems inherent in networks. The paper first provides a basic background of GDMs and their applications in network optimization. This is followed by a series of case studies, showcasing the integration of GDMs with Deep Reinforcement Learning (DRL), incentive mechanism design, Semantic Communications (SemCom), Internet of Vehicles (IoV) networks, etc. These case studies underscore the practicality and efficacy of GDMs in real-world scenarios, offering insights into network design. We conclude with a discussion on potential future directions for GDM research and applications, providing major insights into how they can continue to shape the future of network optimization.