I have been going through the tutorials on WoLD, covering the basics of level design in UDK. The tutorials can be found here. Below is a screenshot of what I've got so far... basic floor and building, with lighting:
Going to follow the rest of these tutorials, and learn about importing meshes and textures, as well as more stuff on lighting. Going through these tutorials is great, because I'm picking up things like the shortcuts that I didn't really get time to learn during the 3D environment project created in UDK last year.