You start it.
Do you mean how do you set up in business, I am not sure I am allowed to put a link, but if you google my name, I have a page on my website about setting up in business.
First identify the business you are wanting to go into, what do you know about this trade? Then have you enough money to get all the equipment and premises, to start up with, for this you need a business plan, for this your bank should have them free.
And keep asking questions, good luck.