I don't know of any tutorials, but it's really not that complicated. Just create an XML file with the structure that you would like to have, and import it as a "Receive data" data source in Tools->Data Connections. Then use the usual methods (rules/controls/code) to set and receive data from this data source, just like you would with the main data source. Are you getting errors or something when you try to do that?
There are a few limitations to having your data in a secondary source. For example, it will not be saved when the form is saved, and there is not a built-in feature for users to add and remove rows from repeating sections/tables in a secondary source.