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Good question, little bit confusing But I think I got you...
If you want to create a Website without Web hosting providers like yahoo geocities and similar sites, you should do the following
1. First of all You MUST Register you websites name (i.e. www.yourname.com) Which is not FREE of course.
There are so many domain registration providers (including yahoo too) I think u r smart enought to find one for you.
2. And to host you website, you can use your OWN COMPUTER.
to do so, you need to install special softwares to convert your computer to a Webserver. In this case, the website will be saved on your own computer in a Seperate folder and the Webserver will listen to port 80 (common but can be changed).
Whenever someone request your website, he will be directed to your computers IP address (Not Local ot Private IP) and the Webserver will serve the page requested by the user.
It is more complicated, But that is the answer for you.
The Most popular + a very good Webserver is Apache and more than 80% of websites are using this today (i.e google.com)
Apache is integrated in Linux OS and most of the Webservers has Linux with Apache.
Anyway, you can install Apache on Windows too (most simple way) or you can use Microsoft IIS webserver for Windows XP and greater (included in the Windows Setup Disc but not installed with Windows)
I know about Apache only.
Its NOT easier to achieve your goal, you'll need lots of work and search. Below are the related links I've found yet which is definitely helpful
official Apache download page:
http://httpd.apache.org/download.cgi
Apache Direct download for Windows 32 bit
http://apache.mirrors.redwire.net/httpd/binaries/win32/apache_2.2.3-win32-x86-no_ssl.msi
How to use Apache as a Web Host on Windows:
http://www.howtohostawebsite.net/howtohostawebsite_apache.html
Perl/Cgi Scripts
http://cgi.resourceindex.com/Programs_and_Scripts/Perl/
http://freedns.afraid.org/faq/
IF YOU CHANGED YOUR MIND AND WANT TO CREATE A FREE WEBSITE WITHOUT YOUR OWN WEBSERVER THEN....
Visit my other Answer for "How do I make my own Free website?"
here https://answersrip.com/question/index?qid=20061020175936AAGTlKj
(Fourth answer for that question, Its useful TOO)
Thanx for asking such a good question, Byeeee!