The steps you need to take are:
1) Register a domain name, called a URL, such as "mywebsite.com"
2) Sign up with a web hosting company.
3) Sketch out a plan for your site on paper
3) Create the pages If you don't know how to write HTML and don't want to buy web creation software, you should choose a web hosting company that offers site building tools as part of their package.
For more information and a list of resources for registering, hosting and creating pages, you can view a free guide at
http://www.havingmyownwebsite.net