Well, now that you got your domain you need to do a few things:
1. Buy webhosting, I use midPhase (www.midphase.com
about 7$/month) and I LOVE it. Great flawless service.
2. Point your domain nameservers to your server.
3. To build your site, you can actually just use Microsoft Word and save it as a website... Or you could do a google search for learning html and such.