Once you have the game, you should be taken to the tutorial. If you have finished the tutorial and still need some more information, here are the best places on the wiki to check:
On this page, members of the wiki can add their own tips and strategies to help out newer players. It's a fine resource for both broad and situational tips. When you get better at the game, perhaps you yourself can contribute to the page!
On this page you can see every NPC and playable character in the game. This page is changed fairly often, so it should be up to date with the latest game patches. Characters are extremely important in Streets of Rogue, and reading through a few might be a good idea.
The Home Base is the hub area of the game. There are multiple shops and NPCs to interact with in here, and you can find a brief overview on what each NPC does here.