I'd start with the examples. Follow the install instructions on Odwiki then go to the toolkit directory in a commandline window and find a something you'd like to compile and type
hcustom foo.C
where foo.C is the name of the op you want to compile.
If that is success the op you compiled will show up in Houdini next time you start it up.
Next study all the help and look at all the examples, it's not easy as there is no hand holding tutorials, but feel free to post questions.