Here for your exercise and fun are a great number of Zumba video's.
To learn more about the techniques and moves in Zumba, use the Basics you will learn the moves while getting exercise at the same time... I would suggest starting there. Also you will need to do more than one video to get a full routine in.
Learn the moves - The Basics
I know how tempting it is just to jump in and start with your dancing and exercise (dancercise), but really if you learn the moves first you will gain more benefit from doing the more advanced moves and exercises properly.
Try them out - Intermediate
So, now you know a few moves why not try them out in these intermediate videos... they are a little longer with more moves.
These other sections contain more advanced routines which target specific parts of the body... try them once you have gained some experience
A set of videos, which show you dance moves and lets you have fun. Learn and exercise at the same time.