SAP XI/PI Installation Guide
https://websmp107.sap-ag.de/installNWPI71
SLD (System Landscape Directory)
https://www.sdn.sap.com/irj/sdn/nw-sld
Vasu's Suggestion:
First try to understand XML because in XI all processing is done in XML. Next step is understanding the architecture of XI. How msgs are getting processed, what happens at runtime?
Then you can explore the rich features of XI from SDN. There are a lot of docs which are really good and also weblogs. SDN TV provides some hands on kind of experience.
Finally the forum. You can post any doubts in here and be assured to get experts comments.
This is how I am trying to learn the concepts of XI.
Following are the links to weblogs which will help to develop the basic scenarios.
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1819 - IDoc to File
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1387 - ABAP Proxy to File
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1772 - File to JDBC
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1847 - File to ABAP Proxy
https://www.sdn.sap.com/sdn/weblogs.sdn?blog=/pub/wlg/1312 - File to File Part 1
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1345 - File to File Part 2
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1921 - Any flat file to any Idoc
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1926 - File to RFC
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1685 - File to Mail
https://weblogs.sdn.sap.com/pub/wlg/1888 - Dynamic File Name Part 1
https://weblogs.sdn.sap.com/pub/wlg/1895 - Dynamic File Name Part 2
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1361 - Dynamic Mail Address
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1717 - Message Flow in XI
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1822 - Walk through BPM
https://www.sdn.sap.com/sdn/weblogs.sdn?blog=/pub/wlg/1672 - Schedule BPM
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1134 - Use of Synch - Asynch bridge in ccBPM
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1403 - Use of Synch - Asynch bridge in ccBPM
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2213 - Maintain RFC destination centrally
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2193 - Triggering Email from folder
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2176 - Handling different partners for IDoc
https://weblogs.sdn.sap.com/pub/wlg/2255 - Modeling Integration Scenario in XI
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2230 - Testing of integration process
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/1721 - Authorization in XI
http://help.sap.com/saphelp_nw04/helpdata/en/58/d22940cbf2195de10000000a1550b0/content.htm - Authorization in XI
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2328 - Alert Configuration
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2327 - Trouble shoot alert config
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2411 - Call UNIX Shell Script
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2626 - Transport in XI
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2638 - Using ABAP XSLT Extensions for XI Mapping
https://weblogs.sdn.sap.com/pub/wlg/1798 - Mail Adaptor options
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2034 - Collection of IDoc to Single File
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2689 - Controlling access to Sensitive Interfaces
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2664 - The same filename from a sender to a receiver file adapter - SP14
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2675 - Payload Based Message Search in XI30 using Trex Engine https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2719 - XI : Configuring CCMS Monitoring for XI- Part I
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2718 - XI: HTML e-mails from the receiver mail adapter
https://www.sdn.sap.com/irj/sdn/weblogs?blog=/pub/wlg/2712 - XI : FAQ's Provided by SAP
Others:
SAP Standard Training Tutorials: BIT series, like basic(BIT100,BIT400,TBIT40),advanced(TBIT41,42,43,44)
SAP XI Dev Areas: https://www.sdn.sap.com/irj/sdn/nw-xi
SAP XI Wiki: https://www.sdn.sap.com/irj/sdn/wiki
SAP XI eLearning Catalog: https://www.sdn.sap.com/irj/sdn/elearning?rid=/webcontent/uuid/a680445e-0501-0010-1c94-a8c4a60619f8
SAP XI online help: (architecture)http://help.sap.com/saphelp_nw04/helpdata/en/0f/80243b4a66ae0ce10000000a11402f/frameset.htm
SAP NW onlne help: http://help.sap.com/saphelp_nw04/helpdata/en/e1/8e51341a06084de10000009b38f83b/frameset.htm