Your company should be training you in all that or, at least, arranging for you to take classes.
However, if that's not happening I suggest you buy Casualty Claims Practice by Hirsch and Donaldson. It's an old edition (1992) but the basics are still good and, as I recall, there was good stuff in there about interviewing claimants and witnesses. For 20 bucks it's well worth having as a reference even if your company has it's own procedures to follow.
If you don't snag this copy, google it and you'll find others.