there is a FadeInOutSampleProvider recently checked into NAudio which can be used either directly, or as an example to help you with your own fading in / out. Cross-fades are also sometimes used when joining two audio files, where you fade one out and another in, with a small overlapping section.
As for documentation on samples, channels, volume, frequency, there are lots of resourses on the web if you search for phrases like "introduction to audio sampling" or "introduction to digital audio". Paul Whites' short book "Basic Digital Recording" might be worthwhile as well.