The working examples (mainly in the Wiki) are scattered here and there, rather than gathered in one place. Yeah it’s hard for me too. Google is the only friend we have!
Problem is that Yii is written in PHP and is a PHP framework… and all the guides and cookbooks (Wiki) are about Yii not about PHP…
so
IMHO to be able to understand all this you need first to get the basics of PHP… and PHP objects…
As soon as you get the basics of PHP and how the objects work in it… you will find that the "Definitive Guide to Yii" does give all the step-by-step instructions you need.
Sadly the Yii docs are pretty bad compared to codeigniter (for example). The framework is tremendous though. I would recommend the Yii book. It’s very nice but there are some errors in it which might trip you up if you don’t know PHP well (or have some experience with Yii). My honest opinion would be to start with an entry level framework like codeigniter to get your feet wet with MVC and PHP and such and move on to Yii when you get more experience.
Generate project with yiic and start making small changes. While making changes conslut definitive guide and class reference. If you are not familiar with PHP and HTML then learn that first.