Very good question! I'm also trying to do this and I can't find a good tutorial either, not sure if this will help but here's what I have so far:
Step 1
Site Settings > Manage Site Features
- Enable BICenter Data Connections Feature
- Enable PerformancePoint Services
Step 2
Site Contents > add an app
- Add DataConnections Library for PerformancePoint
- Add PerformancePoint Content List
Step 3
Go into your instance of PerformancePoint Content List
- Click PERFORMANCEPOINT in the ribbon
- Click Dashboard Designer
Step 4
This is where the blind leads the blind, welcome to the bleeding edge!
So inside Dashboard Designer on the left panel (Workspace Browser), you should see the instances of DataConnections and PerformancePoint that you just created. Select the DataConnection. At the top you'll see Home/Edit/Create - click Create then Data Source (which might be the only choice currently enabled, it is for me).
Now you can choose to import data from SQL, Excel, a SP List, etc...I've tried several options but no matter what I do, I get this error message: "Cannot connect to PerformancePoint Services. Contact the administrator for details."
Hope this will at least point you in the right direction for now. If I can solve that error and continue on, I'll come back with more steps for you.