Hi
There is free online guide available for BizTalk 2004 for starts. This guide help you to learn BizTalk easily and you can easily grasp the BizTalk server 2006.
http://book.itzero.com/read/microsoft/0505/Sams.Microsoft.BizTalk.Server.2004.Unleashed.Nov.2004.eBook-LiB_html/
As far as usage of Orchestration and Functoid shapes are concerned you can check the links given below.
http://msdn.microsoft.com/en-us/library/aa577803.aspx
I hope the above content will help you to resolve your issue
Regards
Raman Tayal
Microsoft Certified Technology Specialist BizTalk Server 2006
Microsoft Certified Application Developer .NET