There is a front-to-end flow tutorial( dxdesigner_tut.pdf ) under the directory %SDD_HOME\docs\pdfdocs~
What version of software are you using? If the latest version then take a look at the tutorial from the Start Page. Otherwise follow this link: http://supportnet.mentor.com/reference/appnotes/index.cfm?id=MG579468
You don't say how far you have got in the process.
1. Create a new project in DxDesigner - either from the start page or 'File - New - Project'. Fill in the dialog as appropriate. If you don't have a Central Library then point to the small sample under 'Sofware install path'\7.9.xEE\SDD_HOME\standard\examples\SampleLib2007 where 7.9.x is the version you have installed.
2. Create a new schematic - File - New - Schematic - this will create a new Board and blank sheet.
3. Add components from the library using DxDataBook - CL View - Part View - this will add parts with some information required for PCB layout.
4. Connect using the Add Net command - hold down the left mouse key whilst drawing nets between components - to add a vertex press the space bar on the computer.
5 Run Packager to prepare the design for layout.
6 Open Expediton PCB from the tool bar button or Tools - Expedition PCB and fill in the dialog as necessary.
7 Expedition will open and ask you to create the PCB layout.
For further resources look on SupportNet.under the How-tos and Tutorials section http://supportnet.mentor.com/reference/tutorials/index.cfm?product=C107-S123-G145-P10233
Has this been answered to your satisfaction? If so please mark it answered, if not please post back with further information as to what you are struggling with.