DotNest is an Orchard SaaS provider: Orchard is a feature-rich, mature, very flexible content management framework (it's not only a content management system but a very powerful software development framework too). It has a relatively steep learning curve for developers but once you get to know it you'll be able to develop applications with it rapidly. You can host Orchard apps yourself or you can use DotNest to create Orchard sites with a click of a button, see "What is DotNest?".
If you don't know Orchard (enough) yet, take a look at Orchard's home page, especially the official documentation. There the Building Your First Orchard Site is a good starting point! If you just want to quickly give Orchard a test drive without even creating a site on DotNest take a look at Try Orchard!
There are also many third-party tutorials out there: for beginners there is the Dojo Course 2 with its tutorial videos (while the Dojo Course starts with using Orchard from the UI, it is mainly aimed at developers) and there's also the "Orchard CMS for Absolute Beginners" course aimed at users.