Hey Gidd,
Make sure you've read the tutorials about creating and deploying your theme here: Theming Tutorials.
I'm not sure what you mean with an overview of the file structure. Everything in your /theme folder should be copied over into your deployment/default/web folder.
The best way to have a live example of what you are styling is to use FireBug FireFox plug-in to edit it inline so you can see the results. You can also edit the files in your deployment folder, that way you don't have to restart your server with every changes. Just remember to copy the files back to your theme folder before restarting or they get overwritten.