How can I create an introductory D&D encounter intended for teaching the rules?

There is a fantastic encounter building design philosophy that is fairly agnostic for most D&D systems called 5 Room Dungeons. This philosophy is easily implemented into 4th edition encounter design and doesn't really have much of a learning curve. The only real learning curve with it will be actual encounter design for each room, but thankfully due to XP budgets explained either in the Rules Compendium or DMGs this isn't a terrible task either.

The reason for this suggestion is for you to have each room in a 5 Room Dungeon serve as a different theme or focus on a different character to play up their strengths. For example, one room could have mostly Minions so that the Controller can shine, or another could have Brutes so that the Defenders and Strikers get the limelight. Leaders shine any time their party is in combat, so that's not too hard to focus on for their roles!

In addition, each room can cater to the varying difficulty of encounters in D&D 4e while being manageable. (And you don't have to be super creative in design either as it's just a showcase, so 5 rooms of Kobolds? Cool. 1 room of Kobolds followed by a room of Zombies followed by whatever? Works!) I would suggest the following for room difficulties: Room 1: Average Party Level +0, Room 2: APL+1, Room 3: APL+0, Room 4: APL+1, Room 5: APL+2. This is a fairly good showcase of difficulty, though you may need to tweak it if you are using pre-Monster Manual 3 monster math.

As stated in some other answers, the beauty of 5 Room Dungeons is that each room can showcase a different rule you are trying to get across. A sneaky room, traps, difficult terrain, skill/combat challenges, and more as WaxEagle said work perfectly here.

Really, the easiest way to learn the rules as a new player is to play the game. One session won't teach them everything and in most cases it will just be something that they pick up over the course of a few sessions. So regardless of how you go approach it, have fun with it and be patient with your players and they'll pick it up in time!

I would consider a scenario like this: the whole party has been captured sometime in the last few minutes. The party was caught unawares by a "SLEEP" spell, or else they'd probably be wounded and down a few surges. As it is, each player is still wearing his or her armor, but their weapons have been taken and are resting nearby. The spell wears off and everyone awakes at the same moment.

Each player is bound simply with cheap rope -- an ATHLETICS or THIEVERY check as a minor is good enough to escape, or they could do the ESCAPE action vs. the FORT of the rope or the REF of the guard holding the rope. Each guard is a minion. This means the PCs could stand up, do an unarmed STR attack (or cast a spell with no bonuses) and kill their captor; they can use their minor to escape and then use a minor on the next turn to arm themselves. POW. You've taught minions, some basic non-combat actions, initiative order, the importance of weapon and proficiency bonuses, roll-to-hit, and Move-Minor-Standard.

Now they hear a commotion, each from a different room, and they all meet up in the main hallway of the prison, where more heavily-armed guards are running in. One of the guards hollers "Go get the wizard - he should be able to put them to sleep again!" Now the strikers have a target (learn Focus Fire). If you're good about designing the hallway you can even teach them about opportunity attacks and perhaps GRAB attacks here; some chains and hay-bales or furniture can form difficult terrain and cover. If they do well, the wizard doesn't show up; if they do poorly, he shows up and tries to cast SLEEP again.

They fight their way into the prison yard; you can suggest that they don't have time for a short rest but could each take their Second Wind. When they get out into the prison yard they quickly notice that (a) nobody has noticed them yet, (b) they are hopelessly outnumbered in the middle of a military prison, and (c) there is an ogre smashing rocks between them and the stables. If they can get past the ogre, steal some horses, and figure out how to raise the portcullis, they can escape quickly. POW - you've taught them how to split their party resources and focus on their strengths. Also they can work on skill checks as part of combat (DUNGEONEERING and THIEVERY for the portcullis, STEALTH for sneaking past the ogre). Give the ogre a power that induces ongoing damage so they can learn saving throws and HEAL checks to grant saves.

It shortens the five-room dungeon to a two-and-a-half room dungeon, and you can scale the hitpoints behind the DM screen as appropriate in order to give the players the feeling of success that's crucial to this kind of encounter. You can run a skill challenge to escape pursuit on horseback and make camp, and then give them an Extended Rest.

In DMG1 there is a published short adventure consisting in 5 encounters against kobolds that gradually introduces new elements like traps and terrain. You could use that dungeon for your introductory (series of) encounter(s).