There are several short videos available from Microsoft that cover the new features in SBS2011, but unfortunately Microsoft decided to make you download each one individually. However if you right click and download this
List of SBS 2011 Training videos file, you can use wget to download all of the files in a batch file.
Assuming you have wget installed on your machine and it is in the path (if not then why not? It is incredibly useful for downloading files from a command line – Get it from Sourceforge’s wget page), just run with the following in a command prompt window.
for /F %i in (sbstraining.txt) do wget %i
You should end up with 38 files totalling 241MB.
Update: See comments for assistance in downloading a copy of wget without needing all the extra gnu stuff