If you mean the Sony Creative Software versions (not available from SCS any more), start with this tutorial

https://www.moviestudiozen.com/free-tutorials/sony-vegas-pro/512-sony-vegas-pro-12-vs-movie-studio-platinum-12

Then go to these

https://www.moviestudiozen.com/free-tutorials/sony-vegas-pro/522-review-sony-vegas-pro-13-new

https://www.moviestudiozen.com/free-tutorials/sony-vegas-pro/524-sony-vegas-pro-13-best-features

https://www.moviestudiozen.com/free-tutorials/sony-vegas-pro/523-sony-vegas-pro-13-different-versions

https://www.moviestudiozen.com/free-tutorials/sony-movie-studio-platinum/515-review-of-sony-movie-studio-suite-13

read also this tutorial (link also in the above article/tutorial)

https://www.moviestudiozen.com/free-tutorials/sony-movie-studio-platinum/514-review-of-sony-movie-studio-platinum-13

If you need to compare the current(ly readily available) versions, you need to check the MAGIX comparison tables

http://www.vegascreativesoftware.com/us/vegas-movie-studio-product-comparison/

(note that in General options "Expanded Edit Mode" is actually "Advanced Edit Mode", in SCS version at least. Vegas Pro has a different feature called Expanded Edit Mode)

http://www.vegascreativesoftware.com/us/vegas-pro/product-comparison/#productMenu