Is there a good Nikon resource for explaining how to use after setting up the bracketing? Do I set the shooting to single or continuous? If it's on continuous would it stop after the bracketing is over or does it continue on
The user-manual :)
Seriously, read the few paragraphs in the manual that tell you how to activate that feature first.
IIRC you can assign one of the buttons in the front to activate bracketing and speed up access.
Then, you basically specify the number of frames (3-9) and step size (1/3, 1/2, 1) you want. There generally two common reason for using bracketing:
EDIT - In response to question edits :)
Setting up bracketing on the D200 is easy. Press and hold the BKT button. Choose the exposure step (0.3, 0.7, 1 stop) with the front dial. Choose the "pattern" (below, above, or around 0) using the rear dial. The top LCD will show a graphic representing the pattern and step.
Reset the bracketing with the rear dial.
The Manual or Thom Hogan's guides are probably the sources I would suggest.
Your other questions: press and hold the BKT button (upper back left of the camera) Turn the rear control dial to select number of shots (2 with one below, 2 with one above, or 3, 5, 7, or 9 evenly spaced) and the front control dial to select the distance each shot should be from what the camera metered for the scene (1/3 to 1/1 EV).
I would reccomend continuos, and yes, the camera will stop in continuous mode after the set is complete. To start another set release and then re-hold the button.