ya microsoft naming style isn't the smartest in this case. You are talking about a library called XNAMath ( a C++ optimized math library) which has no relationship at all with XNA (C# Framework to create games). So make sure to use XNAMath or XNA Math when you google for informations.
"XNAMath" is actually called "DirectXMath" in the latest version, just to add to the confusion.
Are you just working with sprites? If so, I would consider using DirectXTK. It has a sprite renderer + font rendering + basic texture loader, which is all you need for a simple 2D games. I don't know if there are any tutorials, but you should be able to figure out a lot of it on your own. There's some basic instructions here.