I am struggling to simply understand how you would work out which elements are 'generated' by a single 3-cycle, see the following example
$ H = \langle (4, 5, 6) \rangle \leqslant S_6 $
Is it just $ H =\{ e, (4,5,6), (4,6,5) \} $ ?
Since $$(4,5,6)(4,5,6)=(4,6,5) $$and $$ (4,5,6)(4,5,6)(4,5,6)=e $$
Or am I missing other ways of generating elements?
Yes, all three cycles have order three; that is, if $\sigma$ is a three cycle, then $\sigma^3=e$.
The underlying set of the group is indeed
$$\{e, (456), (456)^2\}=\{e, (456), (465)\}.$$