Start with one file:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<meta http-equiv="content-type" content="text/html; charset=utf-8">
<meta name="generator" content="PSPad editor, www.pspad.com">
Save it as index.html
and copy it to the root of your website.
Now when you access the domain, it'll write "Hello world!".
That's all it'll do, but it'll do that.
This is a big subject - and you need to look at what your hosting service will provide before you go any further!