Brand New to WordPress

I am brand new to WordPress.

If somebody can help me out with everything that I need to have/install. Once I design it all, will I have my own live website or is that something I do somewhere else?
I never did any web work or programming, but I want to learn this program.

I am sorry that I am new to this, but hope somebody can give me a quick rundown or the program. I would really appreciate it.