Beth Ebersole explains what convolutional neural networks are and how they work:

Let’s quickly review neural networks.

Neural networks are universal approximators. This means that with enough neurons and time, a neural network can model any input/output relationship, to any degree of precision.

A standard feed forward neural network receives an input (vector) and feeds it forward through hidden layers to an output. SAS PROC NNET, for example, trains a multilayer perceptron neural network. As the name “multilayer” implies, there are multiple layers. Below we see the inputs (features), one hidden layer and the output (response, target). Each neuron is simply a mathematical function.

This is a complicated topic explained well. It’s also an overview more than a tutorial.