With the inclusion of XAudio2 in Windows 8, there's been renewed interest in learning how to use this API. The documentation on MSDN is of course a great place to start, and be sure to read through the entire Programmer's Guide as there's lots of great information throughout. You should also start by watching the BUILD 2011 presentation on audio. There are also a number of presentations from past Gamefest events that cover audio and XAudio2. While these talks are focused on the older versions, XAudio 2.8 is essentially the same design and API with a few specific differences so this information is all very relevant.
Windows Store app samples
Win32 desktop samples