For several courses, I made a set of video lectures around Linked Data principles and practice, specifically in the context of Digital Humanities.

http://www.victordeboer.com/linked-data-for-digital-humanities/

This contains videos showing

1. the principles of Linked Data
2. The RDF-Turtle syntax
3. Making RDF using OntoRefine
4. SPARQL
5. The hands-on exercises with Dutch Ships and Sailors

Also, this includes a sub-tutorial on using GraphDB, OntoRefine and SPARQL to

• Download and install GraphDB
• Get some interesting data in CSV
• Convert to triples using OntoRefine
• Find potential links in DBPedia
• Link your data using SPARQL -> import data
• Try out interesting SPARQL queries