First, I'll post a link that will be quite helpful to answer the initial question. As usual, the Wizard of Odds has excellent coverage of this game...
Video Poker Strategy
That should give you everything you need to have a good chance at playing online. Just look for the standard "9/6" paytable at Jacks or Better.
Now, a few words about the software:
WinPoker is indeed an excellent product and I still use my copy regularly.
However, I like Frugal Video Poker better for several reasons. The main one is that in addition to allowing you to practice strategy, Frugal can also generate a strategy chart for any paytable.
Also, Frugal will allow you to practice using a 'chart' strategy instead of a pure perfect strategy. The difference is minor but helpful, especially when you are playing a game with a lot of penalty card situations that actually don't contribute much to the bottom line.
(If that last paragraph doesn't mean anything to you, don't worry. It's only a concern after you get pretty good at video poker.)
Those are the reasons I sell Frugal Video Poker here on the site instead of WinPoker. Either are excellent choices however, and I strongly recommend that anyone serious about learning video poker to use one or the other.
I definitely like the look and feel of WinPoker better than Frugal, but in my opinion the features take precedence.