Hi Ktar - I'll be doing a screencast showing how to set up Caribou very soon, which will help I'm sure...
Anyway, the way to get a main page with a highlights section is to do the following:
Create a new page (call it Home, or similar) and select the page template (further down) of Section Layout. From what you say you've already created a Features section and presumably have used standard WP functionality to make it your home page.
You'll then need to go to Manage Categories and for each category select which section it's to appear in.
Once that's done, you will have a standard layout, rather like at the Caribou Xbox Games Demo Page.
To make use of the highlight slider element, you just need to start selecting articles to appear in there - so if I wanted to highlight Call of Duty, I'd go and edit the page then scroll to the bottom where you can select which section you want to highlight the feature in - the section doesn't have to match the post's category. The highlight section will show three post excerpts (very quick and easy change to the php code if you want a different number) in a slider. You may also wish to select an image that represents the post for use in these areas.
I think the sooner I get the screencast done, the better - it's a powerful theme, but there's an initial learning curve. However, once you get into it it's very easy - I converted my personal site to it in far less time than I expected - the only problem is that a lot of my blog is very old, and WP doesn't regenerate thumbnails and medium image resizes for old items unless you export and import to an empty install - and then you lose other stuff :o(
I'll move this thread to the Caribou support section once you've responded, so I know you've read it and don't think it's disappeared!