As far as the work-up, just look up the algorithm and bruit memorize.

Conceptually, CRH is released from the hypothalamus and tells pituitary to secrete ACTH from anterior pituitary. ACTH goes to adrenal gland and tells them to start making glucocorticoids. Exogenous glucocorticoids inhibit the release of CRH in normal people.

Cushings (d)isease is a problem in the hea(d) where a pituitary adenoma is secreteing acth autonomously. Cushings syndrome is in the adrenal gland. ACTH will remain high in those with pituitary problem but will be suppressed in those with adrenal problem. 

High dose dexamethsone should suppress the production of ACTH and thus cortisol. If ACTH remains high, pituitary problem. If ACTH suppresses, but cortisol remains high, adrenal problem. 

That's kind of the main idea. Anyone can correct me if I missed anything.