Start with the official tutorials or, if you understand German, read this book: Amazon Link . It even features a DVD with lots of video tutorials showing how to work with Gamestudio.
I think the best way is to start with WED and try to build some blocks. For the models: Nowdays I would use the software "Blender" and export models you find online to Gamestudio MED via the FBX format and then save them as MDL7 files. Use those files as models inside WED or GED .. or transform them to WED block geometry to make use of the Gamestudio lightmaps. You can find commercial and free models at https://www.3dmodels-textures.com/ or just create them by yourself! With Blender it is pretty easy. MED is limited and only suitable for simple models .. but it works, too.