OK, spline cages in a nutshell (no it's not an O'Reilly computer book...)
First, ensure you've got some good background reference images loaded into Modeller. This makes life so much easier...
Next, start to draw your outlines in your orthographic views using a combination of: Bezier, Spline Draw or by adding points along the major outlines, selecting them in order and pressing Ctrl-p to make an open curve.
Keep on doing this for all the major curves/lines in the model (from your reference images). Where curves cross, try to aim to get points from each near to each other (keeping them nice and smooth) then weld them. If modelling point by point, simply select a point on the way when adding it to your curve (this is important - curves must be joined at the corners of the patch otherwise you won't be able to poly patch later). If, when making your splines, you need to increase the curvature in a section, then simply select the spline in polygon selection mode and add points to it using the add points tool.
Once finished, you need to select the curves within each patch area in a clockwise fashion and apply the 'Make Spline Patch' tool (Ctrl-f). From here, select the number of polygons to add in both parallel (to the first spline you selected) and perpendicular (to the first spline you selected) directions and whether to space them evenly along the length of the spline or at each curve 'knot' (point).
Repeat until done...
You'll also need to perform a merge points between the patches to sew them together either once the model is complete, or as you go along. Note that if you adjust your cage after you've created patches, you'll probably also need to resort to manual point welding to get some of them.
That's a quick, dirty, and probably not too fantastic method of doing this. I strongly urge you to get some points and start working through the McLaren tutorial to get some more insight. There's also a good spline modelling tutorial available here:
http://www.ap3d.com/betterspace/ (look for the 'Build your own Whitestar' tutorial at the bottom).
One other point to note is try to plan your model before starting. You really want to aim to get as many four spline patches as possible, and for the polys in each adjacent patch to marry up as much as possible. (i.e.: if Patch X bunts up to Patch Y with 5 polygons, you want patch Y to also have 5 polygons in the same direction).
Hope this helps...