DW instead of being in the Insert menu like the documentation says) 
From this statement, it looks like you are using the getting started guides that are on the individual extension pages, these are the getting started guides for the older versions, from before they where integrated into Design Extender and Data Bridge. You should be using the getting started guides that are on the Design Extender and Data Bridge pages instead.
The older documentation is still relevant, the functions of the extensions have not changed, only the access points.
There really is no one best way to master the super suite extensions except to work with them. Nor is there an order to use them in, it really depends on the project you are doing.
I used the CSS Sculpter extension to build this page (www.kaetech.net) and would like to use it to create an entire site. Then I would like to use the CMS extension to create a CMS so my client can manage his own content. Any suggestions?
You can use Site Sculptor to create an entire CMS Site from your page design.
Save the design As a template, and then you can create a Site Sculptor Site Preset from the template.
In Site Sculptor, you can select to use the new preset you created, and enable the site to use CMS.
The design Extender getting started guide goes through the steps for creating a template for a CSS Sculptor page, and then using it to create a design preset:
design-extender_gsg.php
