First, get one or two good books. I recommend Sheng Liang's and Rob Gordon's books.

Second, look at the tutorial. You can find the links to it on this page.

Third, write some testcases with the API you have to wrap.

Fourth, when you've made up your mind that you don't want to spend the rest of your career debugging type errors and reference leaks, look at our JunC++ion tool. JunC++ion will take Java classes as input and generate corresponding C++ proxy classes that you can use in the implementations of native methods. It also generates exceptionsafe and typesafe delegating native method implementations.

Find out more about it at http://www.codemesh.com.

Good luck,

Alex