Are you building in OneStream Studio? OneStream does offer a Level 2 Reporting Class:
If you have access here to Community - you likely also have access to Navigator their online self-paced training content. There is OneStream Studio overview content on Navigator that you may find helpful.
Lastly, a great way to learn how the Reports are constructed (Parameters, data sets, applying a Data Adapter table to populate the Report Component) - is to review and dissect an existing one that comes with one of their MarketPlace solutions. i.e. People Planning has a bunch of Studio Reports and you can review/study those to see how they were built.
In addition to what MikeG said, there is some documentation that was created for the predecessor version, the OneStream Studio client. The client was discontinued, but if you download the "Server and Documentation" package for Onestream 7.0 (available from Marketplace in the Platform section), you'll find a couple of guides for it that explain features also available in the new version.