Hi. I'm sorry to disappoint you, but there is no "Introducton to WindowBlinds" that I know of.
The only ways to change colors is 1) via the WB config window or 2) via SkinStudio, which I wouldn't advise fiddling with just yet.
The first way is by opening the configuration window by clicking on the WindowBlinds icon or choosing it in your start menu...that's where all your skins are displayed. Choose the skin you're wish to use and on the upper right, click "Modify style". A bunch of colors and other sliders appeared, I hope. You can choose the tiles or the top slider. Then the range to apply and the saturation rectangle drop down and the lightness/darkness one. Play around. When/If you find a combo you like, click the "stop modifying" and use it. Click on the "Manage presets" to save that combo on that skin so that it's remembered. You won't be able to change border/header size through the WB config window, only through SkinStudio which is rather confusing (at least to me). Advice? Leave it be for now.
Hope I haven't confused you too badly.
Enjoy!