no manual etc.
There are basic docs, but yes, it's tricky.
You can take a look here: http://www.blitzwiki.org/index.php/Main_Page
(editing disabled due to the avalanche of spam).
How do you create sprite "banks"
You can use an animimage for that, just have your image divided evenly (best to have one per sprite)
Any ideas on incbin and how that might work?
Incbin works by storing the files you want to use at runtime, see the wiki or the docs for a bit of info on it.