So, you have to "boost" up your Pokemon using Energy per turn? You can't just throw down three energy and use an OP attack off the bat?
you can put one energy on a pokemon per turn. you can't put an energy on one pokemon and then another pokemon all in one turn, only one per turn. and only one per pokemon. some pokemon have abilities that let them have more, but those will tell you if you can.
After you attack with that energy, it just can stay on that pokemon?
yes. :) and i'm sure you know, but just in case, if there's the white energy for their attack, you can use any color energy you want for that white energy.
Is that energy also used for Retreat Cost? And is that energy discarded after you Retreat?
the retreat cost at the bottom tells you how many energies you need to discard to retreat. and yes, you have to discard the energies attached to that pokemon to retreat.
If I start running low on cards from the non-discard pile and the cards in my hand, is there a way to get cards back?
the non-discard pile is just called your deck. and you can add cards such as certain trainers that let you bring back cards from your discard pile.
Also, What is that online thing? I can find opponents like Showdown and such?
The online game you download from the pokemon website. It's actually a really good way to learn how to play, since it has tutorials when you start. You can play other people online on there as well.