You might find useful stuff here
Otherwise google is your friend too, just search for what you want to know. Often I find there's not 1 definitive guide to 1 thing and reading more is better. You can always ask here or search these forums. I think the installation question is often asked.
To compile stuff:
-download the source
-untar the source
-go into the directory
Often there are options so you might want to check with "./configure --help". And don't try to do 10 things at once but think of 1 thing you want (for example get on the internet, get audio to work) and then start reading on it and ask here if you can't figure something out. Don't stop till it works (or it's obvious it will never work). Just from doing things you get a feel for it