There are numerous ways to get an RSS feed created from your site, but a good starting point would be asking yourself what types of web technologies are available, your understanding of the technology and what you would like your feed to display.
Are you looking for a content management system, something that would allow you to post news stories in an easy fashion with archiving and also send these latest posts to an RSS feed? Or are you looking to have your static pages converted to RSS?
Here are some threads that will point you in the right direction:
Best FREE Blog Software that Integrates into my Website? [webmasterworld.com]
rss that creates static pages [webmasterworld.com]
For placing other peoples feeds on your site you again have options. 2 popular choices are scripts and java based applications.
The java method is much easier to place on a page, but it is not counted as content on your site. Another solution is to use a script like magpie(php),simpel(proper spelling) rss reader (asp), or RSS.py(python) but these require installation and usually some understanding of the language it was written in.
Links and details can be found here:
Displaying an RSS Feed on a Webpage [webmasterworld.com]
Once your feed is ready you will want to promote it:
How to Publicize an RSS Feed [webmasterworld.com]