I'm new to APIs. Is there a place where I can check how the API works?

Every API in the DPDHL developer portal comes with its own documentation. Many of them also have a 'Reference Docs' section where you can try the API for yourself.

For instance: Shipment tracking unified API:

Reference Docs section is here: https://developer.dhl.com/api-reference/shipment-tracking#reference-docs-section

Under the default tab, one has the option to try it out. But the Try it Out feature is not available for all APIs.