Setting up development, testing, learning environment

Question

I am new to C# / VS.NET have developed with mainframe legacy languages and DOS based Clipper for 25 years. I'm struggling to put all the pieces together so I can bring forward all the knowledge I have using these great new tools. I've also done a lot of classic asp coding and web development with Dreamweaver MX. For example, I downloaded the object datagrid binding code from your site - I basically understand the code but don't know how to use it. I can bring it up in vs.net but don't know how to run it to see it work. So my question is - How would you recommend I set up a development, testing, learning environment for both .net web applications and windows forms applications? I want to get sample code, fully understand it, put it in a demo application where I can see it work and then incorporate it into my own library of code to be reused in applications. Can you use running the sample code mentioned above as an example of how to do this? I'm lost in projects, namespaces, solutions and code snippets and need a light bulb or two to see how this all fits together. This is a very basic question and I appreciate your help. Thanks in advance.