There is a metal plate on the inside of the shoe. With most shoes, (all that I've ever seen) if you take out your insole, you will see a flap. Lift that and you will see a flat figure 8 type plate in there with the backing plate of the cleat.

As far as tips for learning, don't do any really difficult trails your first day out. Do what you are doing and ride up and down the street clipping in and out. Practice cliping out quickly with both feet simultaneously.

Also, realize, you WILL fall three times initially with clipless pedals! It's one of those wierd unwritten natural rules of mountain biking. One of those three will be as you ride up to a group of friends at the trailhead or an intersection or during a rest stop. You will ride up to the group, forget you're clipped in, and fall over in slow motion. It's a right of passage sort of thing.

L8R