The beauty of art is that there are a million different ways to use the tools. Google is probably your best friend with finding random tutorials.
First off, there are a lot of different brands and types of colored pencilsâ€”some of which may suit your artistic preferences better than others. It might be worth it to go your local art store and see what brand suits you best (there's a difference between Lyra Polycolor and Prismas, for example). As important as the tools themselves is the paper you're usingâ€”paper that's smooth (less tooth) will lay down color much more evenly than some sort of vellum bristol. You can also use Art/Illustration board, which can be extremely smooth depending on the finish (although Illustration board generally doesn't have an archival backâ€”Canson Art Board does, but is more expensive).
Were you planning to use them as a sort of accent, or as the main coloring tool?
My personal experience is using some other media as the primary coloring vehicle (Copics, watercolor) and then using colored pencils for detail, since I can't be bothered to get a tiny perfect brush. :B I break Prismacolor pencils all the frickin' time (heavy-handed), so I avoid them like the plague... however, many people absolutely love them, so it's up to you to find which brand and type suits you best. Watercolor pencils can be fun if your paper is still slightly wet (I have Faber-Castell), although I really enjoy my Koh-i-Noor (hard to break, as they're woodless) and Lyra Polycolor (creamy fun) pencils for everything else. :'D
TLDR; I think my best advice would be to just experiment. If you're uncomfortable doing that, just Google or use dA to see if you can find a tutorial that explains pencils in a way that suits you. <3