There are two major differenced between the two.
The first is $$$$. SQL Server costs a few hundred $$$$. MSDE is free.
SQL Server comes with all the GUI client tools, Enterprise Manager, Query Analyzer, SQL Tuner, and more. MSDE doesn't come with anything.
MSDE is the Data Engine that runs SQL Server, except for a couple of govenor things when connections start piling up, they are virtualy the same. Anything you can do in SQL Server, you can do with MSDE. So any SQL Server tutorial out there will work for MSDE.... unless you also need the client tools to go with it.
There are third party tools out there that can be used in place of the standard client tools for SQL Server, and some are free (those that aren't are certanly cheaper than a full blown SQL Server license.)
The main thing to consider what you will be using the database for.