Purchase Wizards of the Coast's fourth edition Dungeons & Dragons Player's Handbook from a local book store or hobby store. Alternatively, you'll be able to buy it at a better price from an online retailer, such as Amazon.com or CoolStuffInc.com.
The book is very well written, and will best guide you through the character creation process.
By "dragon character," I assume you mean character of the Dragonborne race. The rules for creating a Dragonborne character are in the Player's Handbook, as well.
Advanced Dungeons and Dragons you would have to get the Elves hand book for those type of things....
The use of Sekolah in Dungeons and Dragons is usually to help the character collect items from Sekolah's worshippers in game as well as to allow a Sahaguin to make temporary pacts with other evil gods or deities.
Dungeons and Dragons miniatures are just like the roleplaying game, except they give you a visual reference to what you're fighting/playing as. The miniatures, although really cool, are pre-made unlike the roleplaying game where you make up your own character(s).
Forest & Desert dragon should make an Armor dragon in Little Dragons.
you can't make metal dragons, you have to buy them
mud dragon+dark dragon
Ice dragon + alpine dragon
The official website wizards.com has a good hand full that are up to date, and a character generator that will let you make characters up to 3rd lvl for free.
you can't make metal dragons, you have to buy them
gummy dragon and coolfire dragon
two legendary dragons
wind dragon and legendary dragon