Start by going through the Data Bridge getting started guide to become familiar with how it works. the getting started guide is available form the Data Bridge support page:
you will want to go through the Data Assist Getting started guide:
and the security assist getting started guide:
Since you are planning a donations page, you will probably also want to consider using eCart. on the eCart support page there is a tutorial for integrating eCart with Data Bridge, and for setting up donations.