How can I build a Concert/Stage. I'm new so I need a tutorial or something.

You can't really build stages unless you want to get into CS, there is a whole thing of action for the animal shows, Fireworks, and the Kari Oki concert stage

A quick search on YouTube brought me to this general link it should get you started...
https://www.youtube.com/results?search_q...cert+Stage
or
https://www.youtube.com/results?search_q...+tutorials

A couple of custom scenery links
http://www.customscenerydepot.com/cslist...nt=scenery
Search by Author or custom scenery name

Stage 42 by Mickadu66
http://www.mediafire.com/download/m7lgii...TAGE42.rar

Stage Light 2-D by hornedlizard
A stage light

Stage Lighting Mega Pack by Adam Gill (Adam 2000)
A set of stage lights to add realism to your park stages.
http://www.customscenerydepot.com/index....;down=2859

Stage Lighting Set V2 by Adam Gill (Adam 2000)
A set containing several types of realistic stage lights, plus trusses. The download includes lasers and light effects to use with the CS pieces.
http://www.customscenerydepot.com/index....;down=2975

Stage Lights Set by coasterman20076

StageLight Set by GRP-Disneycoaster93
http://www.customscenerydepot.com/index....;down=1226