1. Use a web design software such as macromedia dreamweaver or microsoft frontpage to design the actual website.
2. get a place to host your website, either a paid web hosting company or some of the free web hosting sites, which usually place ads on your site like geocities.com
3. upload your website you built in step 1 to your web host in step 2 using a ftp software like cuteftp or wsftp
Do a search on google for more info on each of the programs mentioned.
Depends on what you want to achieve, if you want something very basic, some of the web site builder packages out there may be easier, but they dont offer you much versatility.