Start with one file:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="content-type" content="text/html; charset=utf-8">
<meta name="generator" content="PSPad editor, www.pspad.com">
<title></title>
</head>
<body>
Hello world!
</body>
</html>
Save it as
index.html and copy it to the root of your website.
Now when you access the domain, it'll write "Hello world!".
That's all it'll do, but it'll do that.
But HTML is a minor part of a site - it's effectively the "transport mechanism" that copies what you want to say to the client who wants to see it. To do anything interactive (i.e. not totally dull and boring) at all, you are going to need front and back end code: HTML and Javascript for the browser to display, and something like C# , VB, or PHP code running on your server to generate the HTML and provide interaction.
This is a big subject - and you need to look at what your hosting service will provide before you go any further!