Hi Alan,
I am fairly new to electronics and also own a PIC development board - they are really so versatile - thinking about getting an olimex PIC webserver my self...
Anyway - you will need to interface external circuits to the GPIO (General Purpose Input/Output) pins. As you have a nice prototyping board, these should be routed out to the prototyping area. By the look of your board (from the website), the GPIOs (the ones left after the ethernet and other interfaces) are connected to the pin header on the side. You will need to connect your sensing circuits to these (unless they are also connected to the first hole next to them (it is hard to see)). The circuits have to be designed so their output matches the GPIO pin requirements. this will either be a digital TTL level logic signal (on or off) (and usually about 3.3v - i think the top rail (line of holes) is a 3v3 supply (but check your manual - if not, I spy a 3v3 pin by the pushbutton). This allows you to, say, link a switch between the 3v3 supply and a gpio pin, set it to an input (in code), and read it. This is probably where someone else will bite my head off and tell you that you need to limit currents (which you can just do with a resistor I'm sure - the max current that your PIC can sink or source is 25mA from the datasheet) - and probably chuck some capacitors in for good measure - this is where my knowledge ends - there always seem to be a lot of capacitors in analog circuits...
However if you are using something like a temperature sensor then it will usually give you a varying voltage as an output. Therefore you cannot use a digital input. You could use an analog to digital converter and feed the binary into digital inputs - but that would be a waste. Instead the PIC does that for you and provides some analog 'A/D' pins. These can be found in your datasheet or manual) . However you will need to make sure the voltage output is the right range for your PIC pin and also again that currents are limited. This will require an 'analog' circuit, whic I am not comfortable designing. As for sensors you can use any semiconductor really - even a simple diode - but i suggest a proper tenp sensor like an LM35 - and acording to most schematics you can just connect Vcc to +5v, gnd to ground and Vout to an A/D pin. BTW you will need to configure the pin for analog to digital conversion (ADC) - but you're a software guy and you've implemented the stack already so that should be easy - if in doubt, datasheet!
Basically, you should be able to hunt around online for simple PIC interface circuits - ideally there will be one output wire going off to the right with a pin name on it for the PIC - nice and easy!
eg
12F675 tutorial 4: Making an LM35 temperature recorder. - but just the LM35 bit!
That's as far as I can go - good luck!
Laurence