Tutorials and how-to's are, usually, oriented towards specific tasks, although they can have a broader scope. For example, a "guided tour" by the features of an application.
Application tutorials can be found usually in web pages, wikis, video demonstrations... Scarce are the applications that contain tutorials reachable just from their Help menu.
But no matter where a tutorial is found, they all have the same "problem": they are static. The user can read or see the tutorial, but no real interaction happens between the tutorial and the application.
That is, the tutorial may explain everything step by step (what to do, why, what will happen...), but the real actions must be performed later by you. The application won't warn you if you do something wrong, nor restrict your range of action, nor guide you showing where are the options in the menu, for example. There is no feedback.
Video tutorials go one step further than text tutorials, as they can really show you what you will find. Also, viewing and/or hearing something is usually more comfortable than reading it (you know, we human beings are lazy ;) ). But, still, you are a mere viewer. There is no interaction and you get no feedback when applying that explained in the tutorial.
In game's world, usually first person shooters or real time strategy games, tutorials have given the next step: they are dynamic. The tutorial is embedded in the game and reacts to the actions of the user: waits for some task to be completed, warns if something wasn't done as expected and so on. The user does the listed steps in the tutorial and gets feedback from the system. We can call these interactive tutorials.
Usually, the most effective way to learn how to do something with an application is to ask a friend. Your friend can guide you, answer your questions, explain why something happens and so on. But waking up a friend in the middle of night to ask something about an application isn't very polite.
So, when friends aren't available or they don't know the answer, another option must be used. The most similar approach to friends are the interactive tutorials. Interactive tutorials are a lot more limited than a person is, but, on the other hand, they are always available to help you.
However, interactive tutorials have a major drawback: they don't exist. Well, yes, they exist in some games, but they aren't available for most of normal applications.