First you need to install your dotnetnuke on local or your server. So here is some good tips on how to do it.

Janet Systems: Installing DotNetNuke on XP 

DNN 2.1.2  Installation Guide by Goose Designs

DNNPortal.de is a German-language portal which offers a variety of information on DotNetNuke.

DotNetNuke Help The site was created as a platform to create DotNetNuke help froma user's perspective. There is alot of resources out there for developers and alot of helpful postings in the forums, but the feedback we have gotten from clients was "there is no real help"... thus DotNetNukeHelp.com was born.

DotNetNuke Hand-coded portal offering tips and articles dealing with hand coding DotNetNuke. What's hand coding? If you can't afford the cost of VisualNet.Studio, or other development tools, you can still develop code by using a simple text editor, and the VisualBasic.Net command line compiler, vbc, which ships with the NetFramework. Hand coding refers to developing Net code without using the visual bells and whistles. Currently, there's a Tutorial offered on 'Hand-Coding Custom DNN Private Assemblies'.

For information on .Net development technologies, with a focus on DotNetNuke and other portals. http://www.wwwcoder.com/

A resource portal for DotNetNuke. Cafe DotNetNuke also offers registered users access to a monthly newsletter dedicated to DotNetNuke.

This site is dedicated to the many private assembly module developers, that makes the DotNetNuke portal framework an easy choice for web masters all around the world. See DotNetNuke.dk