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 5 Manual (downloadable pdf)
The first video demonstrates how to setup and play a quick game of
Dominions 5. This video advances much quicker than the Beginner's
Guide Videos, but can be a good place to start to get a hang of the
overall concept.
The second video gives a few tips to new Dominions players.
The technical manual contains a list of command line options, environment variables and ways to control a network server from a script. It is probably only useful if you want to automate Dominions 5 in some manner.
Dominions 5, Technical Manual