Last year on short notice I pulled together a two day data mining training session for about 30 people in Copenhagen.  I've been getting requests for slides "from my book" (and from other places), and since I never had any, I felt these would do.  You can get them from this link at sqlserverdatamining.com (free logon required).   Their kind of sparse, but they at least provide somewhat of an inventory of the functionality in the product.