This document is a little hard to understand because it is split up into so many files. The most important points are the makefile and macros.tex, which renames some of the basic commands.
The main construct used is the tabular
environment. This is a useful resource with some simple examples of how to construct various tables. The "Spanning in both directions simultaneously" subsection of the multirow/column discussion deserves close attention, as a lot of the behavior is fussy and nonobvious. (Multicolumn and multirow should always be used in that order, reversing them can cause baffling display bugs). This is used in a few places in the sample document where it is not always immediately obvious from the pdf.
The same wiki also explains most of the mathematical notation used in your example cheat sheet. In brief, math-formatted sections are delimited by $
s or \[
and \]
and most of the basic math expressions have sensible syntax.
If you want to incorporate images into your cheat sheet, you may want to look into EPS. Although LaTeX does support other formats, they are less convenient.
Do you have any specific questions? In general, I would recommend reading through the wiki to get a general understanding of the language, look up any commands prefaced with a \
that you don't understand, and look in the macro definitions if you can't find any information online about them.