Installation instructions can be found on the site; they are for 1.5, but as of 1.4.29, the 1.4 installation steps should be mostly the same.
There's a work-in-progress book "Running your business with LedgerSMB" by Erik Huelsmann and Chris Travers.
This is really a quickstart:
- creating a new database via the browser, using setup.pl
- logging in to the new database
- setting some parameters, populating the database with some data
- creating new customer
- and the main part: issuing the first invoice :)