A design is usually the first step. This should show you what classes you are going to need. Once you're happy with the design, write code to implement each of the classes. Test each class in isolation. Once you're happy with your classes, start building up your application from the classes. Keep testing every step of the way.
If you have problems implementing any part of your design, come back here and ask specific questions about it.
I didn't say it. I'm just telling you what this tiny ad said.