Welcome to the sport!
Check out
CVA's website. They have some tutorial videos that take you step-by-step through cleaning and shooting. Obviously they are going to try to sell you some CVA gear, so don't get too hung up on that stuff.
As far as gun building, check out
Dixie Gun Works. I'm sure there's many other places, but that's where I've done some of my shopping.
Have fun make sure you don't use smokeless powder
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