There are several YouTube videos posted on gem cutting.
If you are wanting to learn to cut cabochons, here is a link to a
good tutorial that will show the basics:
Also take a look at the RTH Creating Cabochons board:
If you are wanting to learn to facet you may want to join the United
States Faceter's Guild:
Membership is $18 US annually. They have a world class monthly
newsletter and a great archive.
Also the USFG has a yahoo discussion group which is free to join.
If you join the USFG's Yahoo group and post a request for a club or
class in you area, if one exists, a member will likely be able to
help you find it.