Here is some general information and links about using wordpress. Here is a good link on how wordpress works and where to start with a new wordpress site:
https://codex.wordpress.org/New_To_WordPress_-_Where_to_Start
Here is the Wikipedia article about wordpress:
http://en.wikipedia.org/wiki/WordPress
A lot can go into making your own theme. Here is a good link that shows all the elements, how to create them, and what type of syntax to use.
http://line25.com/tutorials/how-to-create-your-own-custom-wordpress-theme
Whenever you customize a current theme and want to keep its settings, you may need to create a child theme. It may not be necessary for editing the general settings of the theme, but is especially important when editing the scripting of the theme with the editor (Appearance > Editor.) The reason this is important is if you update the theme, you will loose any custom editing to the theme. Here is a link on how to do this:
http://codex.wordpress.org/Child_Themes
Wordpress is generally hosted on a web server like godaddy. This is the location of the files that make up your website and admin site. Everything is contained in one folder. Wordpress is a type of Content managment system or CMS. This means that there are no managing application (dreamweaver, etc) but instead an online portal that you use to manage your site.
It is sometimes the case that you may need to access or backup those files. In this case you would use an FTP client such as Filezilla to access the directory where your wordpress files are located. Contact your website hosting manager if you need access.