How do you Set up Web page?

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I am looking at starting a business on the Web. I have no ideas how to go about setting up the web page. Do I have to pay to have it, do I have to pay for someone to host it? Are there better hosts than others? I dont want a site that drops out! Also in setting up the website how do you add a checkout system for people purchasing? How do I get my site listed on other sites as LINK? I really would appreciate help on this as I think it would take a while to find this info out on the web.