Why do I prefer Pro Show Producer to Pro Show Gold? Because I can have many layers in any frame, better control over the motion of images, still images and video in the same frame, better control of the motion of captions, and because I can combine several shows into a single show (called a project). Working with a project allows access to each show, yet the ability to output a single large executable with all the shows concatenated. If you do not want these advantages, stick with Pro Show Gold.
If you are comfortable on your PC, and can already easily use other applications (such as WORD, Excel, ...) try installing Pro Show Gold and just experimenting (which can be done for free). Poke around and check out the various menus. Create a slide show and then start making changes. Try timing the music to the photos (or vice versa). Try using a photo as a title slide and add captions to it. Add a credit for the music you use at the beginning or end of your slide show. In other words, learn by doing.
There is one very important step to be taken before you start building slide shows. You want to make certain you have the correct file structure in order to facilitate moving your slide shows to another computer (when you get your next computer or if you are collaborating with another photographer), and to avoid losing files in your slide shows. I strongly recommend the following:
Managing your folders
As is so often the case, the best way to learn is by doing, and practice will yield some great results.