Dark GDK comes with a few example programs and basic tutorials. You can find them in the start menu, and also by looking into the directory structure where you installed Dark GDK. Start by reading those, compile the examples, see how they work. Then have a look at the list of commands in the help file to have an idea of the possibilities. Then start experimenting and if something doesn't work, post here.
I suppose that's the path most of us went through.
There is a book that tries to teach programming together with using Dark GDK, it is commonly known "the Gaddis book": Starting Out with Games and Graphics in C++. I don't know the book personally but saw in the forum several people working from it and it was even advertised in the TGC newsletter once (issue 88). But you don't necessarily need a book.
EDIT: I suppose you asked about Dark GDK learning, not general C++ but if that interests you too, the link posted by Hassan is very good. Also I found the "teach yourself C++ in 24 hours" book very usable. (I used a translated issue not the original but it must be the same content.)
