Your questions are best served by browsing the stickies at the top of this subforum. knifenut1013 has excellent reads in his sig line, too.
As far as what to use, you can use anything to sharpen, as long as it will abrade steel. A $5,000 natural Japanese water stone or a piece of reclaimed sidewalk pavement. 99% of sharpening is skill: knowing the core concept and developing the muscle memory in the hands, just like playing an instrument. The stones you use are secondary.
That said you can skip the learning curve and get a guided system (Sharp Maker, Lansky, Edge Pro, etc.), but freehand sharpening is an art that many people find extremely rewarding. There are plently of folks here who can help you learn.
If you want to freehand sharpen (and being a traditional kind of guy, you might), many of us recommend a simple Norton stone. The combo India stone costs $20, I believe. Get that and a bottle of Lansky honing oil ($4), and you're ready to get started. As for what to do with them, read the stickies first, watch a ton of YouTube videos, try sharpening, and come back when you have specific, experience-based questions to ask.
Cheers,
Mag