Hi Unkbeel. Welcome to the hobby! You'll have a great time with it. So many cool things you can do with such a simple tool, you'll be amazed.
All of our patterns are designed by our talented members. Typically, instruction does not accompany the patterns. Since this is a relatively new website (Jan 1st, 2009), we haven't created a how-to basics section yet (I'm embarrassed to say ). We're hoping to get that put together in the near future, however. Until then, we'd be happy to answer any specific questions you might have. Here's a quick rundown on how to do a portrait pattern.
Print the pattern out on paper. Use spray adhesive on the back of the pattern. When it's tacky to the touch, apply it to the wood. Use clear packing tape to cover the pattern. The tape adds strength to the paper pattern and also lubricates the saw blade. Then we drill entry holes through the wood so we can cut the interior spaces. Cut the small areas out first, then move to the larger areas. If you do it the other way around, you might break some of the delicate parts. The large areas act like a support for the small delicate areas. Then we sand off the fuzzies on the back of the wood, being very careful with the delicate fretwork. Add your finish of choice. The most common is clear acrylic spray. Then we add a backer for contrast. People often use either plywood painted black or black felt. Then frame it up, and show off to your friends!
This page from Scroll Saw Woodworking & Crafts has some very basic info. It probably won't answer all of your questions, but it does have some good info.
Also, check out this video series. Frank from Frank's Workshop shows you the entire process of cutting out a portrait style cutting. Very cool to watch and I think it might answer a lot of your questions as well.
Anyway, if you have any questions, please ask. Everybody here's super friendly and very helpful.