I wouldn't recommend something like FrontPage or any site-building program to make a website, they're horribly ineffecient as a rule, and lead to messy code and badly-made web pages.
Instead, as Hooked said, you need web hosting and a domain name, and then download a pre-made PHP or ASP clan system and install it.
The easiest solution would be to us a site like:
http://www.siteground.com/clan-hosting.htm
(I haven't used this site, but from a quick glance around the internet, it seemed nice.)
Or various other clan site hosting companies (use Google). Companies like that will often set up almost all of the code for you, and you'll be able to use simple menus (or, in some cases, edit text files) to configure and customize everything. There are some free places available, but they're often lacking in customization and features, and almost always feature large advertisements on the top of your page.
An example of a free page host:
http://clansitemanager.com
(Again, quick glance around the internet, can't vouch for the site personally.)
Aside from pre-made sites, you could go semi-custom and host the site yourself. Your options are either from your computer (which is unreliable if you turn your computer off or have bad internet, and can open you up to some major security risks if you don't know what you're doing), or you can use a cheap paid host (which actually costs about as much as the paid clan-specific host above) and install a pre-made clan portal/forums of your choice. This will require some computer skill, and I don't recommend it if you've never even written HTML before. However, this would give you full control over the look and feel of your site.
