There are many tutorials all over the internet.
For the eyedropper tool, move the eyedropper over a file open in PSE and click when you see a color you want to sample. To use the eyedropper on a file that isn't in PSE, get the windows positioned so you can get to the other file (a web page, a file open in another program), move the eyedropper over a file open in PSE, click and hold the button, then move over the other program's file and let go when you're over the color you want. In Windows this can take a little fiddling to get things arranged so that you can easily do it. On a mac it's a little easier.