How am I suppose to use this demo, are there lessons that come along with it ? If so where are they found ?
I have walked my character around the environment and shot a few things but Im really not learning how to use Unity.
Hi Mettam,
Welcome to the forums! 
When it comes to learning Unity, there are several options.
My two favorite are:
1. Unity Learn section
and
2. Walker Boys Unity Training Course
Both should be a great starting point to get you up and going with Unity.
If you have further questions, just let me know. Thank you.
Have fun!
Welcome and hope you like Unity : )
Just so you know, work in progress forum is for showing your project, check the Teaching section, it might have some useful info for you : )
Thank you both for your replies. Yes, from now on I will submit questions to the teaching forum.