Guided Tour
Problem
Users need to learn about how they can do 'something'
Solution
Show users how to do it in several interactive steps

From
www.orange.co.uk
Use when
The site has uncommon features or deals with the usage of non-website related stuff. For example, when users have to learn about using a machine or performing maintenance.
How
A guided tour is a
Wizard-type of thing. The thing that is to be learned is taught is several main steps that are listed so that the users can understand this. The users can select a step and read/see all about this step. To make the learning experience even stronger, users can interact in each step and 'perform' some actions that simulate real usage.
Why
This is to closest thing to having somebody sit next to you and go through a complex thing.
More Examples