There is a web modeler and a desktop modeler. In order to use the desktop modeler you need to download it. With Mendix 8, the product has been renamed from Mendix Desktop Modeler to Mendix Studio Pro.
The “Mendix Basics” is a good starting point and then the “Become a rapid Developer (developer)” learning path.
I think this would be the place to start, start with the easiest learning paths and get an idea of what you can do with the platform. Good luck!