This recorded demo shows step by step how to set up and configure Connector for integrating Microsoft Dynamics AX and Microsoft Dynamics CRM; however, the Connector information provided is applicable to all Microsoft Dynamics ERPs. Also included in the course is a demo script so you can configure the Connector on your own.  Creating, deploying, and using a custom function via the Connector's SDK is also covered.

https://training.partner.microsoft.com/learning/app/management/LMS_ActDetails.aspx?UserMode=0&ActivityId=807134

This training covers the latest version of Connector for Microsoft Dynamics as well and does cover some of the new features, such as filtering.