New myself as well, but I think you can't do it like that, since the visualization and transition of orbits is not that advanced, yet (version from november 2015).

What I use, is the auto pilot. Press F4, select your destination, press dock with station and give it some time multiplyer. You can press F1 and turn your view towards a stellar object with name on HUD. Click on it for the selection, and press F4. Now you have the autopilot options for low and high orbits, but that's all, I guess. There is one more thing, press F2, then F6 and you can find some kind of autopilot programing interface, to hold retrograde/radial/normal etc. set burn times/starts, but good luck to plan your slingshot manuver with those 🙂 

As for straight transfers, thrusters are highly efficent and your ship has a large deltav in stock with few G's for acceleration, so its possible to accelerate for days and turn around at halfway for the deacceleration without running out of fuel. Press F3 to see those stats.

In the F2,F6 view you can see your orbit marked with red, usaly it's an open one (and almost straight) during interplanetary transfers.

You won't see the usual closed orbits near planets either since the autopilot and thrusters are continously working and altering your state of orbit to achive a minimal time transfer.

As icsDrafe said, there's an orbit display and planner in the orbital map screen. The chatch is that it only works in the current frame of reference (aka sphere of influence), so you only can use it for a Mars transfer after you left the frame of Earth. The flight UI always shows your frame of reference with the speed display. It will show an escape trajectory above the reference frame, straight out of the system until you get far enough of the said body, as far as I know.

In the orbital map the buttons are for planning your orbit, but they are for planning only, there's no autopilot function to execute them. It will show the burn direction and deltaV on the flight UI, but no eta or burn duration. Also, it's useful to first set the maneuver time to a couple of minutes forward when you start planning, since you can't snap it to nodes for example.

I used it several times to get myself to the orbitals above Earth, or between moons around Jupiter, just for the heck of it. One thing you can do, is activate your main thruster in manual flight mode and while holding down it's button, press the map button (F2). The engine won't stop firing until you leave the map, and you don't need the button for it even. And you can watch your orbit change.

Orbital maneuvering works as it should, with the above mentioned limits to the frame of reference. Prograde and retrograde burns adjust the height of the other side. Radial and normal burns rotate the orbit as they

Thanks a lot. I now understand and I use autopilot. The thruster are so powerful that there is no real need of calculating a trajectory. 

The "orbit planner" is more a toy than a real planner, it's not TranX (for those who knows Orbiter). But it's fun somehow.

Another point, I notice the planets are not rotating on their axis, or I am wrong ?

I have a technical question finally: do you also have some slow lagging mouse on the Comms screen when docked ?