When I was learning how to write in LaTeX, I typically just searched "latex MATH-THING", where MATH-THING was what I wanted to write. You'd be surprised at how far this gets you. You might often find yourself on this site.
Aside from that, you can use some of the tips MSE offers in its help sections. Also, try clicking "Edit" beneath a person's post to see how they achieved one or another symbol.
To answer your specific question, the integral $\int_a^b f(x) \ dx$ is written as
\int_a^b f(x) \ dx
and the limit $\lim_ {x \to a} f(x)$ is written
\lim_{x \to a} f(x).
Both of these examples are surrounded by $s in order to beautify them.