First, you need to register the domain name. There are many services that register domains such as register.com, godaddy.com. Expect to pay around $10 per year to register the domain. Next, you need to have a web hosting provider that provides a server with your HTML file. When someone types in your domain name, the registrar will point it to their server. There are many web hosting providers. I would suggest godaddy.com as a popular place to both register and host your files.
Depending on the type of website, you may not want to bother with HTML and just use some pre-defined templates to get up and running the fastest. This route is a good one for basic sites. Try Wix.com or Squarespace for nice templates.