Well, then start on understanding what is the Integration Server and the Broker.
Most wM-supplied docs aims to answer “how to use it”, not “why this or that is used”. Hence, to understand the whys, you will have to search for middleware, [i]enterprise application integration /i, enterprise service bus (ESB), SOA literature.
For this moment, focus on getting a glimpse on these subjects, just to learn what they are, what they aim to solve. Do not worry about many abbreviations or letter-soups; you will understand them further.
In the middle of the reading, you will find some “roles”: something that “transport messages”; something that “processes the data”. Think of the “webMethods Broker” being the box that realizes the “messaging role”. The same applies for the “webMethods Integration Server” for “processing data” role. Actually, the webMethods Integration Server does a lot more stuff, but that’s a subject for further messages 
Just start on grasping these concepts, which will ease your understanding of the further subjects.
Allow me an analogy: learning webMethods is like attending to a post-graduation course. You can, for sure, join a post-graduation course right after a graduation one; however, you usually will not reap as much knowledge and experience as if you have get some on-field experience (i.e. have worked a couple of years).
Learning webMethods is very similar with the mentioned example. Having the experience from working with different systems on different sets (industries, company sizes, on “ongoing support”) makes the difference.
So be warned: the path is not easy, but has high rewards.
#Integration-Server-and-ESB#webMethods