Your first step should be to find clients. Once you have enough clients to your satisfaction, you should visit the IRS website (If your in the USA) and apply for you’re EIN (Eployer Identification Number) this is used for tax purposes. Once you have this number, you can begin to hire employees. Your next step would be to place an advertisement around town about your new business. Once you get a large client based company gowing you can try to find a small shop to move into. Please besure when your company is growing your keeping your bookkeeping straight. One major issue with people who begin their own business, is they forget to keep their bookkeeping straight. Then they usually get in trouble with the IRS.
If you follow these steps you should have a business running in no time.
-GP