Naturally, the help files are a good source of information. And a couple little tips - if you are in doubt about something, hold the mouse over it and read the tips. And, if you need more, right click. Many lists and other items will have a right-click menu that pops up, letting you know the best things to do in that situation.
As for moving files around, it really depends on what you are trying to make it do for you at the moment. Dungeons, overland encounters and treasures are all stored in your CMP (Campaign) file, and can be transferred easily. You can also export them to RTF, so you could take them anywhere, even where people aren't using CS if you need to print them.
Races, classes, feats, PrCs, etc are saved in your CSC (Configuration), so that the game information can be used in Chargen and a couple of other places.