Some link, some PDF or something that can point me to the right direction looking understanding this CRM. thank you in advance.
It depends what kind of slx development you want to start with. Slx fat Client (Script or .NET) or on the Slx Web Platform (Web Client, Support Portal etc.). Anyway a very good starting point is the slxdeveloper.com forum and their articles: http://www.slxdeveloper.com
Second I can recommend the blogs of CustomerFX: http://customerfx.com/pages/ Especially Ryan Farleys (master of slx development) posts a great.
The official developer documentation was behind a customer login page of Sage. After Sage sold Saleslogix some months ago I don't know where you can get them now.