Good starting points are:

Tutorial introductions to the q language and kdb+ database:
http://code.kx.com/wiki/Tutorials

A cookbook of common tasks:
http://code.kx.com/wiki/Cookbook

A reference on the built in functions:
http://code.kx.com/wiki/Reference

User contributed code has a source repository at code.kx. You can find an excel integration, python integration, and many useful snippets referenced from pages on the wiki. You can browse via the wiki or check out the repository using any Subversion client. For example:

svn co http://code.kx.com/svn

In particular, for Excel integration, see instructions at:

http://code.kx.com/wiki/Cookbook/IntegratingWithExcel