Hi Kimmie, you'll need to decide which blog program you wish to use. Then, upload it to your website's server and install it on your domain - yourdomain.com/blog etc.
Then all you need to do is add it to your website's menu. It really is basically that easy!

As long as you understand how to access and work with your site via FTP and know a bit of HTML you should be just fine.
Which program will you be using to blog?