where is it that I can put movies in my evo?I've heard of a media file but I don't see one
You can technically put them anywhere on the SD card. However, usually people create a folder called Media, and inside that create a folder called Video. Or just create a folder called Video, its up to you.
and then I've heard of the 'NCIM' folder
That's DCIM, and that is where your phone's camera/camcorder saves video.
And would types like .avi be able to view on the evo?
avi is just a container. It all depends on what CODEC the video is encoded in, and the resolution. Normally, the stock video player will only play h264 encoded videos.
As for a video viewing app,I downloaded Rockplayer
I like the stock video player the best, but Rockplayer also works good. Rockplayer will let you watch other codecs besides h264, but it can be picky about what it plays and what it wont.
Dont worry, we all were there at some point. If you need anything else, feel free to ask. And a good way to get rid of the "newbness", just spend an hour or two, or more, browsing around here, specifically the Android Applications subforum, and the Evo forum. You will learn a lot just by browsing.