Like any product, there is definitely a bit of a learning curve with ours. I can say that, in my epxerience, the best source we have for learning are the locally installed samples, as they include full source code. Thus you can easily see how we accomplished certain designs.
It seems that most of your conceptual problem surround looks and their usage. Basically, think of a look as just that: a possible look for an item, including its over and hover states and any images. This look is defined in the control, but uses css for its appearance. Thus, you might have a look like:
<ItemLook ID="myLook" CssClass="myClass" HoverCssClass="myHoverClass" ... />
myClass and myHoverClass are simply two css classes defined in your stylesheet. You then use this look where appropriate- for example, if this look only applies to one item, you would set that items LookId property:
<Item Text="my item" LookId="myLook" />
Or, you could set it to one of the default settings:
<CA:Menu DefaultItemLookId="myLook" ... />
While there are a few styles that can be applied without looks, you'll definitely need to use them in some scenarios.
Again, I'd highly reccomend you spend a bit of time with the local samples- design ones in particular can be extremely helpful when learning look concepts and usage.
I hope this helps.