There is a built in tool for command cross referencing called Command Finder which will help you find things such as an equivalent to the Shell command (called Thinwall in SE).
Workflow wise, Solid Edge can use sketches for sketch based features, or the more default method of "profiles" which are sketches that are embedded in a feature. Which you use depends upon prefrence and need.
The SmartStep ribbon bar is a very powerful feature, but is difficult to comprehend for new users from other systems. It leads you through the steps of creating a feature, but also gives you direct access to each step after the fact for easy editability without the need to delete and start over.
I don't know what else to tell you, but if you have specific questions don't hesitate to ask, but I do recommend that you try posting in the UGS ran newsgroups for timeliness.
Ken