Basic Forum How-to's: Avatars, Pictures, Sigs, & More
You need to buy hosting and a domain name.
I recommend one of these: http://www.hosttell.com/
Powweb has the best offer right now. It's on a 50% sale - $3.88/month ($46.56/year), and you get a free domain from them. (like www.yourwebsite.com)
They include one click install of phpBB forums, so you can create your own forum website very easy. Also, their hosting plan includes a web builder, so you can create your site just by drag and drop (without any programming).