The best way to learn to write Hollywood plugins is a learning-by-doing based approach. Just take a look at the source code of one of the example plugins that come with this SDK and use this documentation to try to understand what is going on there. After you have understood the structure and operation modes of some basic plugins, you can start to extend them by adding your own code, using this documentation as a reference manual.
This SDK expects that you are familiar with the C language and know how to use a C compiler to create libraries. If you aren't an experienced Amiga programmer, it is advised that you start out on Windows or Linux first, because it's much easier to write Hollywood plugins on these systems than on AmigaOS-based systems. Once you have developed a stable plugin on Windows or Linux and you are confident with Hollywood's plugin API, you may tackle an AmigaOS build as well, although there are several pitfalls that you have to avoid. See AmigaOS peculiarities for details.
If you need help, don't hesitate to ask on the official Hollywood forums which are online at http://forums.hollywood-mal.com/ There you will find a friendly community from all around the world which can surely help you to solve your programming problems.