Hi Yves,
I personally started by reading the manpage. And actually read some parts of it several times, until I got it.
There is no third party tutorial I know of, but there are many solutions to RosettaCode tasks implemented in TXR, so I studied some of those (
http://www.nongnu.org/txr/rosetta-solutions.html).
And I think that inbuilt debugger (txr -d ...) is also a useful aid in studying how TXR works.
--
Roman