That being said... I wish I could help you, but I haven't used any variant of PSP in over 4 or 5 years... what version of PSP do you have anyway? My impression was that it was always just a Photoshop clone with a different interface, but this is coming from a pretty stubborn person who actually boycotted learning it in my school's ciriculum, so it's obviously a biased opinion

This link might help a bit I hope, but I'm actually pretty clueless on what PSP is like these days as much as the next person, so I can't target your specific question:
http://www.smartsoftware.org/adventure/psp.htm

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www.xynthica.com

The vectorlayer are layers that contain vector objects (text, stuff drawn with the linetool, circles...).
Filters wont work here so you have to convert them to rasterlayer before you add filters to them.

The Art media layer is new in 9.0, its a special layer that simulates real paper and art tools.
You can draw with a tool that simulates oil markers pencils and stuff like that (actually if you start to draw with one of the art media tools it will create a layer for you).

Well not sure what you want to know by CG (its a large field ) but a quick run down for coloring drawings.

Open your lineart double click on the background layer, and say ok to the menu thats going to open.
Then go to the layer context menu (all the way up where the file and edit tab is) and create a new rasterlayer.
Now just go into the layer palette, move the new layer under the converted background layer.
Last thing change the layer with the lineart from normal (was grayed out in the beginning) to multiply.

Now you should be ready to color on the other layer.

Overall Paintshop Pro is pretty much the same as photoshop and should be able to pull off most stuff except printing thats where photoshop truly shines.

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Wer nicht vom Meister lernt, lernt nie etwas.