The first thing you'll need is a host for your files. Check with your Internet Service Provider to see if they offer free web hosting as part of your account. If they don't, you'll need to decide whether you want to pay for hosting or use a free hosting site, which will place advertisements on your pages.
After that, you'll need to decide how to create your web pages. You can Save As a Webpage from Word, but the resulting page will probably not look very good and will be far larger than is necessary. You could try a "WYSIWYG" editor (What You See Is What You Get) like Microsoft FrontPage or Dreamweaver, but those can be expensive. Or you could learn a little bit of HTML and do it by hand.
The latter route is the one I prefer--all it requires is a text editor and a web browser. If you want to learn HTML, there are loads of tutorial sites available. Here's the one that taught me the most: http://www.extropia.com/tutorials I recommend starting with the one entitled "Intro to Web Design."
Once you have your web host and your files, you need to get the files onto the host. Most hosts will have a file manager service that you can use to upload your files, and all of them will have details about how to transfer your files via ftp if that's your preference.
Here's a sample of the campaign site I maintain: http://www.bryanray.name/queen
The game isn't currently running because the forum we were playing in vanished. Feel free to look at the code ( view > source in Internet Explorer ) to see how it's put together. The formatting information is stored in a separate file here: http://www.bryanray.name/queen/queen.css That's CSS code, which makes maintaining a web site much easier, since you can store all of the formatting and visual effects separately from the actual information (which is in the .html file).
Setting up your first web page is a little bit daunting at first, but it's easier than it looks.