Dominions is a complex game, but it is not hard to learn the basics.
You can probably learn how to play just by experimenting, but if you
are new to the series you are advised to watch the introduction videos
to learn how to set up a game and start playing. Starting a game and
playing around a little before watching the videos is not a bad idea
either, it will be easier to grasp the video after having tried the
game first.
Watching one of the videos should give you some good advice and some
idea of what you're doing. Of course, reading the main manual is also
a good idea if you want to learn more about the game. Especially when
you want to dive into the details or get access to the tables of
spells and forgeable items.
Main Manual
The main manual is an essential read if you want to learn about the
Dominions universe and the rules that govern it. It is recommended
for both new and experienced players.
Dominions 6 Manual (downloadable pdf)
A proper printed manual brings extra enjoyment to the game and you can order a printed Dominions 6 manual from lulu.com. It is about 444 pages long in full color and costs about $25.
Quick Introduction Videos
This is the first in a series of short videos introducing Dominions 6. It is informative without going too much into details and is made for those new to the Dominions series.
DasTactic has a series of introductory videos going into great detail on various topics, such as world setup, blesses, magic, weapons and armors.
Modding Manuals
The modding and is most useful for anyone who wants to create a mod for Dominions 6. Another good idea is to download an existing mod and see how it is constructed. The event manual is only needed for advanced modding.
The map making manual is a good read if you intend to create a custom map. Last is the file formats document, it contains technical specification for binary files in the game, it is probably not needed for anyone outside Illwinter Game Design.