Depends on the doula. Mostly they just help you achieve what you want from birth. Some are certified to teach prenatal birthing classes/breastfeeding class etc. I'm just getting interested in being a doula so I don't know a ton but I recently stumbled across "midtown doula" on tumblr and I'm learning a ton from her! She also has a Facebook page.
Do they teach you different things ?
Yes yes and depends. :)
Basically a doula will come as soon as possible once you've let her know you want her there, whether that means meeting at your house and doing early labor there with you or meeting at the hospital. Whatever you want.