in order to have a website on the internet, it has to be somwhere on the internet. the internet is basically a huge network of servers, which are computers linked to the internet. your website will need to be put on a server. there are people that will do this for you if they have a server, and therefore they are "hosting" it for you. You will need to find someone who will do this. I reccomend you see matt or camers on here for hosting because they handle that.
You will also need a domain, which will point to where you site is hosted.
you seem new to this, so I suggest you sign up with a place that will set up your forum and everything.
check out forumflash.com
I can help you do that cause I use it.