This is a common question. The best place to start is with the AntConc
readme file. This lists all its features, and has a mini step-by-step
guide for each tool.
The next place is the AntConc
homepage:http://www.antlab.sci.waseda.ac.jp/antconc_index.html
This has a help guide, and some nice tutorials (but they are in
non-English right now).
If you do a web search for "AntConc" or "AntConc tutorial", you'll
start finding people have uploaded tutorials with nice screenshots.
Here is a quick list:
http://www.ems.ucsb.edu/people/rightmire/ling2/antconc.html
http://ell.phil.tu-chemnitz.de/analysis/antConc.html
http://www.tufs.ac.jp/ts/personal/corpuskun/ma/AntConc-01b.pdf
There are also a few YouTube videos around, including one that I made:
http://www.youtube.com/watch?v=_z9wwX7eR-Y
I hope that helps!
Laurence.