This video demonstrates how to use some of the features that tmux comes with: opening/closing tmux, opening/closing windows, detaching and reattaching from sessions.
This is part 1 out of a 7-part series.
Suggested further research:
Why would you need a tool like tmux?
Are there any other ways to switch between windows?
If you have multiple sessions running, how could you reattach to a specific one (instead of the most recent one)?