The steps are as follows:
1) Create yourself a domain (www.yourname.com for example). This is very easy and very cheap, few pounds a year.
I did it with Netcetera but many companies can help you do this.
http://netcetera.co.uk/
2) Next find someone to HOST your site. Again I used Netcetera but many companies offer this. It costs me 30 pounds a year for a simple site.
http://netcetera.co.uk/
3) Install a product on your PC or Mac to create the web site.
There are many products like Macromedia Dreamweaver, Microsoft Front Page, Serif WebPlus (only 60 pounds) plus some free products.
4) Create the site, either using the GUI interface supplied with the program or the HTML language (or a combination of both)
5) When ready use FTP to send it from your PC to the company who will host your site.
6) Continue to update the site on your PC and send a new version to the company hosting it every so often.
Easy.