The easiest thing to do is add a Color Solid:

Press the Generators button at the bottom right of the canvas and select Generators > Color Solid. This gives you a specialized shape that automatically fills the canvas with color. Set the Color (in the inspector) to Black.
Select the Properties tab and in the Blending section, set the Opacity to 0%

Right click on the word "Opacity" and from the popup menu, select Parameter Behaviors > Ramp

In the Behaviors inspector > Ramp, set the Start Value to 0% and the End Value to 100%

Move the playhead in the mini Timeline to the place where you want the "fade out" to start.

The Motion 5 Help window tends to be a little slow - and too in the way for me, so I have an online copy bookmarked for viewing in my browser here:
http://help.apple.com/motion/mac/5.0/en/motion/usermanual/
unfortunately, this version is not searchable, so I also keep the Motion 4 user manual bookmarked here:
http://documentation.apple.com/en/motion/usermanual/index.html
This version IS searchable. Keep in mind that Motion 4 and Motion 5 do not "look" the same. However, everything in the Motion 4 documentation (other than placement of icons, etc.) is concurrent with how Motion 5 works (Motion 5 has some new concepts that won't exist in the M4 documentation like Rigs and specialized drop zones that represent media content *in* FCPX.)
If you're okay with dealing with the appearance differences between Motion 5 and earlier versions, here is a good source for basic "practice" exercises (skip the ones on "Round-Tripping" -- that no longer applies to M5/FCPX): https://www.youtube.com/playlist?list=PLB7982C0260F090C1
More here:
http://www.applemotion.net/macbreak-studio/
And some pretty advanced tutorials here:
https://www.youtube.com/playlist?list=PLeZvvhzFi_ZxWbzZ5bhJ45QWzPHQ3Y5qy
All together, probably a better education than you'd get from Lynda.com and they're all free.