How do I get a pick? (I am very, very clueless)
Unless you heavily customized your embark parameters, you should have 2 of them stored in the wagon - if you've unpaused the game for any period of time, one of your dwarves (with the "Miner" profession) should have picked one of them up already.
I really don't know how to build, mine or even give any kind of basic orders.
To mine, press the "d" key to enter the Designations menu, select the type of desifnation you want to place ("d" to dig a tunnel in the wall, "h" to dig a hole in the floor, "u" to cave upward stairs out of a wall, "j" to carve downward stairs into a floor, "i" to carve upward AND downward stairs out of a wall, "t" to cut down trees for your Carpenters, "p" to harvest plants from shrubs, etc.), move your cursor to the upper-left corner of the area you want to designate, press Enter to begin selecting, move the cursor ro the bottom-right corner of the area, then press Enter again to complete the designation. When in this mode, you can right-click on a tile to quickly move the cursor there, or you can
draw designations directly on the map by left-clicking. If you place a designation in the wrong place and change your mind, press "x" to use the "Remove Designation" mode.
To build something (using the stone mined or trees cut down by doing the above), press the "b" key to enter the Build menu, select the type of building you want to build (most of the time you'll want to press "w" to select Workshops and then pick the type of workshop from that list), use the cursor to specify where you want the building to go, press Enter to place it, then select what you want to build it out of (the closest appropriate building material will be selected by default, so you can just press Enter again at this point). Once you unpause, a Dwarf should go pick up the building material, drag it to the construction site, and put the building together. If this doesn't happen, you might need to enable more labors on your existing dwarves.
Once you have buildings, press the "q" key and hover the cursor over them - from there, you can add new tasks to the queue, reorder existing jobs, suspend them, or mark them to auto-repeat.
Also, how do I go up and down layers?
Use the < and > keys.