Implement WP from scratch sources?

Hello,

i am currently trying to setup a site from scratch with WordPress. (guillaumeb.com/asso)
I made the index.php with the stylesheet.
Now I need to put some wordpress php code inside of the index.php. After that,I’ll divide it into several files (header,sidebar, main index….)

I went thru the WP doc but it’s so dense I dunno where to start from. I tried few things, like to add

<?php if (have_posts()) : ?><?php while (have_posts()) : the_post(); ?><?php endwhile; ?>


but it only produced an error, so I guess I’m missing sth

Thanks