You can find the latest API documentation here.
A good way to start is by looking at code examples. You can find them in the examples/ folder of each sub-crate. For instance, Support Vector Machines have their examples here.
If you want to know how to integrate something into Linfa, take a look at the Contribute.md. It covers topics on the type system implementation, how to use datasets, add parameters to your algorithm, etc.
A good book for someone with knowledge of undergraduate information/probability theory and linear algebra is the Elements of Statistical Learning by Friedman, Tibshirani and Hastie. You can find the free version here.