Greetings! :)
Here is a good place to start:
http://www.playonmac.com/en/manual.htmlAlso, check this site to see if anyone has tried getting it to work. Wine is the underlying system, if you will, that makes POL work.
http://appdb.winehq.orgIf you need a good understanding of how it works, then find a few free games that are listed in PlayOnLinux's supported software, and install them. Going through a few installs with get you accustomed to how it works better than any manual.
Give that stuff a read and a search, and try to install a supported program or 2, and let us know if you have any issues. Its kind of strange when you are first starting to use linux or just wine in general, but it will make sense after some reading and experimenting.
A good way to deduce issues, is to run playonlinux from your terminal, and as the program is running, it will print out a bunch of stuff relating to what POL is doing and errors that it is having. This output is good to post up with any issues that you are having, as it helps us see what the program was doing if and when it acts goofy.
Welcome.