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The best place to start is the Microsoft Windows Services for UNIX Home Page. When you are ready to do an in-depth evaluation of the Services for UNIX technology, a good reference document is the SFU 3.5 Reviewer's Guide.  Also, visit Microsoft TechNet SFU page for:

Introduction to Microsoft Windows Services for UNIX 3.5

SFU 3.5 New Features Guide

Migrating UNIX Applications to Windows via Microsoft Services for UNIX

Windows Services for UNIX 3.5 White Paper

Pthread Support in Microsoft Windows Services for UNIX Version 3.5

The following SFU  technical notes were updated for SFU 3.0 and mostly still apply to SFU 3.5:

System Administration with Interix Paper and Script Samples

Inetd and the Rutils

Porting Shell Scripts

Interix Running Win32-based Programs

Permissions in SFU 3.0

Customizing SFU Installation

UNIX to Windows Migration:

Another important Microsoft point of reference is the Migrating to Windows site if you are faced with the challenge of porting legacy UNIX applications to Windows.  Also see the Microsoft TechNet Article: How to Migrate from UNIX to Windows Servers. This article contains several "how to" guides. A good reference guide is available titled "UNIX ANSI C/C++/Fortran Code Migration."  Visit Microsoft's download site for the link to the UNIX Application Migration Guide.
What's New?

What is SFU Anyway?
For an excellent overview of SFU from a UNIX/Linux consultant and developer, see the recent article in OS News.