A common way of doing this is by using the tool Google provides:

Google Site Search - A Google Search Engine for Your Website

An even better way would be to build your site with WordPress - it has a search facility built in. It also offers a lot of advantages in terms of development time and makes it simple to add content to your site.

For a beginner its by far the easiset way to get your site "on the air", if your host has a CPanel with Fantastico you can literally be up and running in a few minutes.

Bill