There are several tutorials on-line that talk you through the EMGU examples. They are available here:
http://www.emgu.com/wiki/index.php/Tutorial[
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All the source code for these are provided when you download EMGUcv. Perhaps the most difficult subject for most user is the setting up of EMGU Follow the instruction carefully here:
http://www.emgu.com/wiki/index.php/Download_And_Installation[
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The best course for a beginer is to look through each of the examples sources provided. They are in the extracted folder "EMGU.Examples". These will run straight of however when you create you own projects you will need 3 references for EMGU.CV, EMGU.CV.UI and EMGU.Util. On top of this you will need to add the opencv wrapped classes to the output directory. For very simple projects you can get away with just opencv_core220.dll and img_proc220.dll. If you need any of the other the rror message will tell you which ones (usually this is all but 3 of them so just add them all).
If you need other tutorials google is of course another good source search
Google[
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If you need any further Help feel free to ask.