Your question is too general because Monte Carlo methods differ quite a bit. It's driven more by the problem you are trying to solve, significant result sets, etc, etc. You would either have to (1) provide more details to what you're trying to solve or (2) try programming some Monte Carlo simulations yourself. My first experience with them was trying to solve a progressive jackpot game for a friend. Sometimes, you just have to throw yourself into code in order to learn.

Your question is too general because Monte Carlo methods differ quite a bit. It's driven more by the problem you are trying to solve, significant result sets, etc, etc. 

You would either have to

1. provide more details to what you're trying to solve or;
2. try programming some Monte Carlo simulations yourself.

My first experience with them was trying to solve a progressive jackpot game for a friend. 

Sometimes, you just have to throw yourself into code in order to learn.