Each WRDS dataset page includes a box labeled “Manuals and Overviews.” This box typically includes a dataset list, codebook, manual, overview, and/or FAQs. Use these resources to gain a foundational understanding of whichever dataset(s) you intend to query.
WRDS has a wide variety of video tutorials and support tools to facilitate use of their data and advanced features.
Extremely useful insights about datasets contained in WRDS can be found in the scholarly literature. Try searching the below databases for the topic you're exploring and the name of the dataset you plan to use. Google Scholar is the best place to begin, as it has the most advanced relevancy algorithms.