Neural Networks are a very important class of machine learning algorithms. These days machine learning or artificial intelligence is fairly mainstream (e.g. intelligent cars, facial recognition, etc.). Whenever you hear about artificial intelligence in the media, there is a good chance that neural networks are behind that intelligence.
Neural Nets is also the first class of algorithm that I have made available within the AiXQL download package. The following video goes over how to use the AiXQL neural networks script. I think about AiXQL as a constantly improving algorithmic package. The video below may or may not be up to date with the latest version of the download package, however, I will upload a new video whenever the script changes significantly.