Sharepoint

Install sharepoint on windows 7
http://msdn.microsoft.com/en-us/library/ee554869.aspx

Tutorials

Main
http://msdn.microsoft.com/en-us/library/ff955607.aspx
http://msdn.microsoft.com/en-us/library/ms415817.aspx

Webparts
http://mysharepointwork.blogspot.com/2010/05/sharepoint-2010-webpart-tutorial.html
http://blog.concurrency.com/sharepoint/create-a-custom-web-part-for-sharepoint-2010/

Turn on encryption and much more
http://www.liquidmercurysolutions.com/whatwedo/knowhow/blog/Lists/Posts/Post.aspx?ID=5


If you prepare to create some web application in Sharepoint you should consider to use Sharepoint Site Collections or Visual Studio Sharepoint Project.
The first option is to create Web Application which has simple web sites without any back codes (i.e. C# code).
The second one give you more flexibility and functionality because you can create Aspx sites with code in background.
So this is a common difference. Of course, you have features in Sharepoint project which you can also use.