Truthfully, the single best piece of advice I can give you, is to just go at it and see what happens.
You can't break anything, you can't burn anything out or snap anything off, and connections won't let you connect together ports with incompatible types. After that, things will do what you tell them to do, even if whatever that is is a bad idea. The worst that can happen is that either the program crashes - in which case you can just hit refresh, and hit that save button when you can - or you make a sound that's too loud, so you should probably keep your volume low just incase.
That's all. Go crazy. Have fun with it. If you find you can make a connection; then make it and see what happens. There's no 'correct' connections, there's no 'true' designs or 'proper' method of putting things together. If it does what you want it to do, it works. Even if you've no-idea of what you want it to do.
Need some help with the basics? You might find this useful
As the collection of units has grown, efforts have been made to also collect the original manuals and technical documentation that accompanied them, or notes from the creators if no official documents can be found
A list of frequently asked questions
Check out this collection of pre-made projects along with some recordings of Curve in action