Hi,
To start, i will post the link´s that´s is more relevant with examples, projects, and self explanation articles, on that you are looking for.
One link with many collections is on the forum of microchip:
www.microchip.comThey have links to all aspects covering USB with pic´s.
To learn more deeper USB:
www.lvr.comwith special attention on: USB Complete: Everything You Need to Develop Custom USB Peripherals
You have this ebook in the house:
http://www.sonsivri.com/forum/index.php?topic=12069.0If you have any doubts ......
Note: HID, CDC, BULK are "protocols", but on the links above you have a detail explanation on this, better that i can explain.
Cumps
j0k3r
EDITED: If you have the CCS, look in the example folder, they have the CDC example, HID and a BULK example.