I built my own site with Front Page Express and Arachophilia, For FTP (file transfer protocol) I use SmartFTP. All these are available for free download.
I agree that 'hands on' is much better than book learning. To get started you will need a site to upload to, beware though a lot of the 'free' sites carry adds and/or spyware (which is why I use my own .com). You will also need some ideas for content.
As well as all the other advice above I would add; stick exclusively to .jpg and .gif file extension for images and .mid sound files until you build up more experience. Never, ever use AOL's .art graphics, they are awful and will only work for someone connected to the web wilth AOL - everyone else will see a blank! Keep the layout simple and no more than 3 clicks deep for any indexed pages (always link back every page to the home page).
Look at sites that impress you and those that don't, right mouse click on the page and go to 'View Source' on the drop menue. This will show you the HTML for that page and you can get an idea of how it all works. Learn how to use tables, they really make a difference to the page presentation by allowing you to use different borders and backgrounds on the same page. Learn how to use the one pixel gif for spacing, it's a very useful little animal. Before uploading AWAYS run every page content through a spell checker. Most message boarders are fairly tollerant of the odd typo but bad spelling and grammar can grate as much on a website as they would in a quality newspaper or magazine.
Finally, check your site using different browsers, esp. IE and Netscape as they do interpret HTML slightly differently and can throw up some surprises. Also check using different PC's if possible because the viewer's own PC settings also affect the screen image.
If you need help or advice (I'm not an expert by any means) PM me and I'll do what I can but don't expect me to do your project for you!
Ref.