It's not really explained at all but I don't think it's TOO relevant a lot of the focus is on the characters. It's hard for me to say though because I watched it after getting addicted to Chinese checkers.
Here is a pastebin of mahjong related stuff though if you want to learn, I made it for the /jp/ thread which probably won't help much but we'll answer your dumb questions if they come up and the Wiki/guides don't help.
http://pastebin.com/mu7z1WQk 