you can use either.
but mxml tends to be easier to layout things (and it's easier to bind things and use event handlers in mxml)
I suggest going through this http://www.adobe.com/devnet/flex/?tab:samples=1
because there's only so much I can explain, mainly because I'm not too good at explaining things, and I don't have much spare time atm, and I'm still very much learning myself
Bookmarks