Both the DirectQB and BWSB manuals are well-written and full of examples. You're doing yourself a disservice if you don't read them. The DirectQB PDF has a table of contents with page numbers if that helps...
They also come with some example programs. And a lot of QB games were open-source, so you can look at those.
Pete's QB site (http://petesqbsite.com) has many game programming tutorials and ezines, with some DirectQB specific. I don't think anyone has written a BWSB tutorial, because there's not that much to it and the manual covers it all.
You can only load one QLB with the QB IDE. You can use MultiLib (http://www.phatcode.net/downloads.php?id=187) to combine libraries. If you are using the QB compiler directly (BC), you can specify multiple LIBs and OBJs on the command line.
I don't know of any QB IDE with syntax highlighting. The more common complaint was running out of memory, because the QB IDE takes around 200K of conventional memory. I created QB4MED (http://www.phatcode.net/downloads.php?id=100) to get around this, which basically extends a generic Windows IDE to use the QB compiler. But it's not as user friendly.