Doc says: "To create the Book Review list, in the New menu of the dashboard, click List."

Where do I find "The List module (that enables the New List link)"?

That documentation is at some point like that a little old. Use the projection/projector module for that kind of lists. List module has become obsolete

Is there some documentation or sample using projection/projector?

Here's a great intro: http://www.davidhayden.me/blog/projector-module-in-orchard-cms

And here's a post that uses projections: http://skywalkersoftwaredevelopment.net/blog/writing-an-orchard-webshop-module-from-scratch-part-5

Thank's sfmskywalker - your links are super for understanding quering and projector!

I also installed the Nwazet Commerce module as test for a customer purpose.

I appreciate a hint how to query to obtain categories list as in Nwazet.com AsideSecond zoon.

No problem.

If these categories are taxonomies, you could either add a Taxonomy Menu widget to a zone, or create a Query that uses the Taxonomy (or Terms) Filter. Next, add a Projection Widget to a zone, selecting that Query.

Basically - I am attempting to set up a commerce very identical to Nwazet.

Is there some out-of-the-box solution including theme, product catalog, product list, product description etc.

Not yet (that I know of), but there is something coming.