As we are working heavy on the core of the ANX.Framework and we all are busy porting the complete XNA framework there is not very much documentation availabe. As one of our targets is to create a framework which is source compatible to XNA you can use the huge and great MSDN documentation of XNA for descriptions of every method, class, structure and enumeration.
Tutorials and How To
Building from source
Build using the build files
There are some samples available in the source code repository but unfortunately we haven't written documentation for them. There's a huge number of XNA samples available on the net. We started to test ANX using the XNA samples of App Hub: XNA Sample Status