Normally here you might have some tutorial text or a video or a form - whatever you like.
Pencil Code will try to show your tutorial in narrow form on half the students's screen (up to a maximum of a 640 pixel wide column). It is a good idea to try to keep videos under 500 pixels wide.
You can link from page to page iwthin the frame. Here is a link to a second page. Each page in the tutorial should include
<script src="//pencilcode.net/lib/pencilcodeguide.js"></script>
That script updates the outer frame URL; it also has a set of methods that will grow over time, to allow your tutorial page to interact with the students' editor.
Once your guide page is set up, you can link to it by using the guide hash parameter, like this:
<a href="http://pencilcode.net/edit/first#guide=http://davidbau.com/pcg/sample.html">Link to the guide</a>
That link looks like this: Link to the guide.