I purchased two books today, to help me learn PostgreSQL (mine is on Windows).
A zipped download of all scripts/examples is at the site.
I just went through the first exercise, using isql, and I was pleased to discover (this was my own experiment) that if I created a script.sql file with \i commands to run all the other script files, that it works just fine.
\i drop_tables.sql;
\i create_tables_bpsimple.sql;
\i pop_customer.sql;
\i pop_item.sql;
\i pop_barcode.sql;
\i pop_orderinfo.sql;
\i pop_orderline.sql;
\i pop_stock.sql;
Quickly glancing through the book in the store, I noticed that it addresses both Linux and Windows users, and has a few pages devoted to the windows install (which I used) as well as the ODBC install.
The other book I purchased is "Beginning Access 2000 VBA" by Smith & Sussman, WROX press, which comes with a CD. I am going to learn VBA and use it as a scripting language to talk to PostgreSQL. It has some pages devoted to the mysteries of linking to an ODBC datasource, which may be helpful. It comes with a CD in the back, with exercises and files.