I'm new to BLToolkit as well but I've found some helpful pages.
This one helped the most:
http://bltoolkit.net/doc/DataAccess/Introduction.htm
If you are going to use the T4 templates to generate classes based on
your existing database then you will probably want to read this one:
http://bltoolkit.net/Doc.T4Templates.ashx?HL=t4
From what I have seen that page appears to be a bit out of date
compared to the current version. I had to work around some of the
things on that page but I was able to get it working.
Steve