If you are already comfortable on the MDM Console and the Data Manager, one of the easiest ways to get a running...
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start on the MDM Java API is via Oliver Mayer's excellent tutorial available on the SAP Software Developer Network, in pdf format, and also as a recorded webinar (Service Marketplace Login required for both).
The SAP Software Developer Network -->SAP NetWeaver --> Master Data Management --> MDM Integration and Connectivity --> Introduction to the SAP NetWeaver Master Data Management Java API
Install the API. In a J2SE environment, include the libraries in your CLASSPATH, or in the external library folder of your local JDK. Detailed instructions for a J2EE environment are available in the tutorial.
Tip: The version of the MDM API must exactly match the version of the MDM server. Your MDM upgrade process will need site specific tasks to make sure every copy of the API library is replaced. Be sure to use "CompatibilitySettings.enableReferenceByName();" up front, if using the legacy API (MDM4J) with MDM SP4 or higher.
Next, download the Administrative API Exercises available on SAP Service Marketplace:
SAP MDM 5.5 Documentation Center --> Operations --> MDM 5.5 SP03 --> Java Admin API Tutorial (ZIP file)
This set of tutorials are intended to introduce the developer to Administrative Console-like actions via the API. This is the foundation for future automation of such functions.
Tip: The MDM Data Manager is an excellent tool for modeling search and i/o scenarios for the API. Essentially, if you can orchestrate a scenario on the Data Manager, you can implement it via the corresponding API objects. An example scenario:
Connect --> Perform a Complex/Cumulative Search --> View the Result Set --> Check Out Records --> Update fields on selected records --> Save --> Check In Records
A QuickStart Guide to SAP MDM 5.5
Part 1: Select and Install MDM Components
Part 2: MDM Components and Modules
Part 3: MDM architecture: How components fit into the MDM eco-system
Part 4: The OS/DB Product Availability Matrix for MDM 5.5 SP4
Part 5: MDM for the Java Developer
Part 6: Tips and Tools for the MDM Administrator
Part 7: Migrating MDM Configuration