Andy,
Have a look round the web for some LR tutorials that will help.
However on the questions you raise I'll try and help. When you import images into lightroom, it is adding them to it's database. You can tell it to leave them where they are ( as in images already on your hard drive), or import them to a new location as from you camera card, or other media. It's usually a good idea to store them in one simple location. That saves a lot of problems. Think about how you want to organise your images first , That helps.
Now as far as backups are concerned you really have to do that yourself, unless you've instructed LR to do that at the import stage. Look at the dialogue box and you'll see that option. I tend not to get LR to do it for several reasons. First I may want to sort the images into separate folders and I want that to be reflected in my backups. Second I will probably want to rename the images , so again I need the new names to be backed up. Thirdly it takes extra time, and as I am going to change things anyway there isn't any point.
Now if you decide to move images around let LR do it for you. This way it keeps it's database up to date so you can find them again,
When you export images either for other applications LR will put them where you tell it to. For web possibly set up a folder called web and export to that. You can set this up as a preset in the module. Other exports you can do the same. I have one called develop which is segregated by years. i.e 2008, 2009. I then set up a sub folder in the export module with suitable name.
Play around with LR, you can make mistakes and try again by simply making a new catalogue ( database) and starting again.
