Here are a series of videos by National Trail Local Schools that show how to create a lesson in Moodle.
The first is What is a Moodle Lesson (Lessons – Part 1)
http://youtu.be/n3FmY72uDh4
The second video is Setting Up a Moodle Lesson (Lessons – Part 2)
http://youtu.be/B-QVhznv4MU
The third video covers Moodle Lesson Flow (Lesson – Part 3)
http://youtu.be/2hNVNXju4A0
Visit their YouTube channel for more great videos.
If you prefer text/images over videos you might want to check out these links: