The University courses should help you with a lot of this intro stuff.
Honestly Marketo's docs have gotten much better the past two years. I have quite a bit of tips here:
http://www.marketingrockstarguides.com
I can do a demo for you although I'm sure your account rep should be able to do that too.
Program is a collection of flows, emails, assets that allows you to collect leads by marketing program.
A Smart Campaign is the flow that takes actions on a group of leads. You can use these separately if you want, but Programs are a better grouping method.