How to start
Start by building a factory. To do this, you will most likely first have to take up a loan. You do this on your left hand menu under "The bank". In the beginning, it is a sound decision to loan as much as you can and pay it back over an extended period of time (21 or 28 days).
Next, purchase zones for your factory, purchase the factory, and place it on the zones once you have obtained them. Details on purchasing zones in the "The map and zones" and details on factories in the "Factories" help files. The help files link is found on your right hand menu. Make sure you choose a level 1 factory, meaning a factory that produces raw materials. By doing this, you will not rely on supplies to keep up your production.
Finally, hire three workers for your factory and assign them to it once the workers appear on your list of staff ("Staff" link on the left hand menu under "My company"). Details on staff can be found in the "Staff" help file.
If anything is unclear to you, the help files will be a very good place to find the answers to your questions. If you do not find the answer you need, feel free to ask someone in the forums. Tycoon Online has lots of experienced players ready to help new players learn the game!