You can map and learn as you go or a better way is to do some studying first like Xamolxis suggests. The WIKI is helpful as is reading forum posts, and good old playing with the editor by experimenting with the various conditions and effects. Make a blank map, start putting units down, make a trigger, and play test. If you're new to the Age editor, AOM Heaven also provides good background reading since conceptually the editors are very similar. You could also consider joining a team, good place to make friends, assist with others' project and just plain get access to more experienced people.
Cinematics are nothing more than using the cinematic mode on/off effect, with some camera tracks in between. That's minus content of course.
Dialogue, like just inter titles or spoken? You can use the play dialog effect to put inter titles and portrait icons in the cines.
Dr. Nick wrote a little "Intro to Triggers" tute at AOMH that's a good starting point. Get to know the conditions (this has to happen) and the effects (for this to happen). Understanding the options and limitations of the triggers is really important. I've lost count of how many times I've seen people dream something up without thinking in terms of conditions and effects, only to have to abandon their ideas since they can't be pulled off. But with a bit of knowledge and creativity, you can most times find a way to do almost anything you can imagine - with in reason.