First you have to join a Stock Broker such as:
tdameritrade.com, us.etrade.com, merrilledge.com etc.
Second Open a Stock Account
Third, Open a Customer Fund Account
Fourth Capital deposit
Fifth Buy shares / stock
First of all took a look about forums that speeks about stock and read users experience for one or two weeks before starting buying or selling after you get basic knowledge you can start at stocks market.