There is a really nice series of video's on how to play the Twilight of the Sun King (1680-1720) being made. They also give a good overview of the game. The other rules in the system use similar rules mechanisms and principles and so it will also help with the other sets - Twilight of Divine Right (1620-1670) and Twilight of the Soldier Kings (1730 -1770)
You can see the first episode here -