Although we do refrain from "RTFM" as a response as much as we can, it does repay reading.
There is a LOT of useful information and examples in there.
Your idea of creating one entity based of one big view is generally NOT the right way to go. Entities are meant to represent a single "unit" of information - generally one record from one table.
As long as you have the PK-FK relationships set up correctly in your DB the LLBLGen designer will find these and create the correct structure of entites to represent you data model.
So from a Person object you would be able to access the PersonEmail property which would be a collection of PersonEntity objects. Each object in the PersonEmail collection would have an Email property, which would give you an Email entity.
In your example where a person had no phone numbers - the PersonPhoneNumber property would be an empty collection.
LLBLGen makes it very easy to retrieve a Person and all their related info - how this happens depends on if you are using the SelfServicing or Adapter. In SS the related entites will be lazy loaded on demand as you access them. In adapter you need to specify that they should be fetched at the same time as the entity using PreFetch paths.
Hope this gives you an insight on how to get started - feel free to come back with any other questions.
Matt