As for tutorials, check out the videos at the machsupport website.
I personally don't like LazyCAM, as there are far better options available (easier to learn, too)
If you have AutoCAD 2002 or newer, I have a free macro available that will convert both 2D and 3D polylines into g-code, and circles as well.
Here's a link to it.
and a thread here.
Other CAM programs you might want to look at are SheetCAM and Vectric's Cut2D. As with LazyCAM, they both accept 2D .dxf drawings.
I'd also recommend downloading Mach3, and instal it and set it up as if you had a machine attached to it. It'll let you load and run g-code and give you a much better feel of how everything works. You don't need a machine at all to use it, and it's free for up to 500 lines of g-code.