If you're just starting out with the library, we recommend following our "Your first Bot" tutorial that you can find on our wiki. On our wiki you will also find guides like how to use handlers, webhooks, emoji, proxies and much more.
A great way to learn is by looking at examples. Ours can be found in our examples folder on Github.
Below you can find a reference of all the classes and methods in python-telegram-bot. Apart from the telegram.ext package the objects should reflect the types defined in the official Telegram Bot API documentation.
telegram.ext
telegram
changelog