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And it is on the list to do. For now, here is a very basic intro:
http://www.heatonresearch.com/content/encog-neural-network-tutorial
Also, though not Encog specific, the intro to neural network book has much to introduce the topic of neural networks.
http://www.heatonresearch.com/online/introduction-neural-networks-java-e...
Also Encog has quite a few examples.