Dear Susanne,
I realised this morning that I had not responded to your post - sorry about that!
Practically, there are two types of pyrography machine - solid point and wire tipped. I don't really think there is much difference and I have used both. A solid tipped pyrography pen nib screws in to the pen, whilst a wire tip is held in place with screws. I have also used two types of machine - one with two heat settings, which wasn't ideal as it seemed to be either way too hot, or way too cold. I then invested in a machine where you can turn the temperature up and down whilst you are working, which has been a boon. The first image I made [with the owl and awen] was made with a solid point machine but as there was only the two heat settings, I had little control over it.
In order to create a pyrographed image, first decide on your image - either draw onto the wood, or trace a design. Then, it is as simple as using the pyrography pen to draw over the lines and experiment with the different types of nibs. Thinner ones will give thinner lines, whilst nibs that are shaped liked tiny spoons will give a broader mark that is suitable for shading. The idea is really to use the pen in exactly the same way as if you were drawing with a pencil - not leaving it pressed in any one particular part of the wood as it will start to smoulder. It's as easy as that..
With regard to materials - I use sycamore as it has a nice burn quality, but you can use a myriad types of wood. Also, leather, but make sure it has been treated with vegetable oil, otherwise it will smell horrible. I haven't used leather and don't intend to.
Here are some links you may find of interest..
dalescraft - he sells the beginners solid point pyrography kit as well as pyrography blanks.
Peter Child - Peter sells the heat controllable wire-tipped machine as well as blanks and other tools
Also, here are some new images I have been working on as presents for my family. These are made with the new Peter Child machine.

- creirwy_afaggdu.jpg (119.29 KiB) Viewed 1716 times

- spiral_dragon.jpg (121.68 KiB) Viewed 1716 times
All the best