Several of the music chains also carry books, Interstate Music has quite a few. I bought a book called "The Midi Book",(Hal Leonard Publishing) for I think around $15. It is a good basic guide to midi. As far as getting different sounds on different channels, when you are in Cakewalk in track view, click on the source box and make sure your instrument matches the instrument selection. You can do this by going to tools, and midi devices, and select your particular keyboard. then you can pick different banks and voices for the different channels when you are in the source box. Depending on what type of keyboard you have, you may need to go into midi receive mode, or multi mode to record to different voices - you should be able to find out about that in your keyboard's manual.
Good luck!!
mutt