I want to travel in the past and learn REXX, but I don't know where to start, then I want some help from someone that can point me to the right place to start.
Check IBM publib on the subject (which was (is still?) backed by REXX programmed application, at least, during my IBM times, a colleague maintained it). You can find there all free books in either HTML or PDF format. The REXX Guide (available as PDF or HTML) is good to get started. If you intend to run (emulate) it on Windows, I can recommend Regina Rexx.
Have a look at Open Object ReXX, which came out of IBM object ReXX. It's on SourceForge. http://sourceforge.net/projects/oorexx/files/
Documentation starts here - http://www.oorexx.org/docs/
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