Run "xsh -i" from a command-line to run XSH interactive shell. To start with, type help on the XSH shell prompt. Everything else should follow :)

Other sources:

• Complete XSH2 Language References with lots of short examples.
• Summary of the most significant differences between XSH1 and XSH2 languages
• Chris Burbridge has a blog with several instructive posts about XSH2.
• Kip Hampton wrote a very instructive article about XSH1 for xml.com.
• Randal Schwartz wrote another nice article about XSH1 for his Perl of Wisdom column in the Linux Magazine.
• See also some more examples.