.csd files use HTML-like tags to separate the orchestra and the score within a single file instead of simply having two separate .orc and .sco files. It sounds like you're missing the tags. Some examples in the manual have them, and some don't, which is agreeably confusing. All of the examples should be contained in their own files, however, so you don't necessarily need to copy and paste. They're in different places depending on what OS you're on, but the manual should have direct links to them.

As for some tutorials, if you haven't done so already, click Resources at the top-right of this page, and click Tutorials.