Mike Shrag has built a series of tutorials that cover this topic for moderately experienced users here http://wiki.objectstyle.org/confluence/display/WOL/Tutorials, starting with the Editing WOComponents series and continuing through Editing EOModels.

If you find yourself aimed at too high a level of experience, Janine Sisk 'The Enthusiastic Woman At WWDC' maintains instructional information about WO at her blog: http://wotutorial.furfly.com/. She  has provided a very well-written tutorial on beginning WebObjects development at http://wotutorial.furfly.com/downloads.html in PDF form, which nicely covers using Entity Modeler and is recommended.

The tutorial is Mac-based, but PC users should not have much difficulty adapting it to their needs;  they are invited to document changes, if any are required, here. Likewise, other external links to tutorials that help beginners work with Entity Modeler could also be added here.