Assuming you are starting from zero here, the first step is to acquire starter. Starter is the leavener; it is an ecology of yeasts and bacteria. Sources include flakes sold by one of the several sourdough starter companies on the internet, organic grapes, or the yeasts you have in your own backyard. Or you can write me and I will send you some flakes.
Step two: find a jar of a convenient size and rinse thoroughly. (Detergent is toxic to sourdough cultures; always rinse everything likely to come into contact with your culture). Mix flour and water in the jar at a ratio of about half and half by volume -- like crepe batter - - until you have an amount that is convenient to handle. (None of these measurements are remotely critical.) Then add the flakes or grapes and feed by stirring new flour into the slurry every day. (Actually, what I do is mix up fresh volumes of batter and stir a tablespoon of starter into that.) If you have decided to explore the local possibilities you don't have to do anything but feed; yeasts are everywhere. Add water and pour out as necessary to keep handling convenient. After a few days you will notice active foaming. At this point you can remove the grapes if you went that route.
In theory, once the starter is foaming you can cook from it forever, so long as you keep feeding it. If you forget to feed the culture it will dry out, forming a hard crust which you can use as flakes (above) to make new starter, though it that case you will need a few days of feeding before you can start baking. (Starter attracts fruit flies. If this bothers you, you can place the starter jar on a folded towel and slide a slightly larger jar upside down over it. This also retards drying.)
At any time you can "back up" your culture by pouring a foaming slurry out on a baking sheet, letting it dry out, scraping the flakes into a baggie or jar, and sticking the container somewhere dark. This is a good idea for a number of reasons: active starter is vulnerable to detergent (above) and once in a while (for me, once every four or five years) it does get sick. Plus you can hand them out as gifts. The flakes will keep forever - - bread has been made from starter flakes that are millenia old.
My favorite recipe -- there are of course a million possibilities -- is as follows: combine 1 cup water, 1 scant tablespoon of salt, 3 level tablespoons of anise seeds (to add a little flair), and about 1 tablespoon of starter -- this last is so not a critical number -- stirring in just enough flour to make a coherent mass. I leave the dough out if I have time, which in my house and in my climate often means it is exposed to an ambient temperature of around 66 F. Under those conditions it takes about 36 hours to rise. If you don't have that kind of time, put it in an unheated oven with a 40 watt light bulb. That will cut rising times by two-thirds or more. Try not to let the temperature rise much past 85 (for the sake of taste). After the dough has risen stir in a bit more flour -- again, you want all the ingredients to form a ball that moves as a single object -- spoon the mixture into an oiled pan and put aside (or back in the proofing box) for a second rising. The second time is much faster -- five or six hours at 66 F.
I have experimented with a wide range of heating profiles and I have no favorites. I often stick the loaves in a cold oven, turn the dial to 500, let it go for forty minutes, knock the loaves out of the pan, turn the oven off, and go get them ten minutes later. But that's me and my oven. The longer you leave the bread in, the darker the loaf and the crunchier the crust.