dotnetnuke is an asp.net application so you just use standard asp.net code, you don't have to use any dotnetnuke specific code i.e. if you want to use sessions see http://msdn.microsoft.com/en-us/library/ms178581.aspx and if you want to work with data, just use standard asp.net techniques such as dataconnections, datareaders, datatables etc. - http://www.google.co.uk/search?hl=en&q=asp.net+data+in+database&meta= is probably a good plae to start.

There are dotnetnuke API methods and techniques that you can use, and that are "best practice", the module developers guides @ http://www.dotnetnuke.com/Resources/Documentation/DownloadableFiles/tabid/478/Default.aspx contain lots of good info.

Michael Washington has a lot of good resources for new users @ http://www.adefwebserver.com/DotNetNukeHELP/

Cathal