Welcme to the forums. Lots of good collective wisdom here.
Its perfectly normal to feel nervous and trust me when I say we have ALL been there. You can learn a lot just reading through the forum on specific topics and posting any question you might have. This is a forum where there truly are no bad camping questions.
About your questions on how to setup, we have a specific forum for your camper - A Frame Campers
As for dry camping, your water heater (on propane), water pump, vent fans, radio, fridge (on propane), stovetop and oven if you have one, and heater will work. What will not work is your air conditioning or any of your AC receptacles.
On full hookups, everything electrical will work.
I encourage you to read the manuals for the appliances. These are actually useful and will tell you much of what you need to know about those items. The Files
section has manuals in case you are missing something.
As for winterizing, what are your specific questions? Feel free to ask them here, but it might be better for you to read through or post at that A Frame forum where they might have specifics for you about your trailer.
Good luck and good to have you aboard!