You can do some basic research by reading:
this newsgroup via google
Your ISP may provide a news server. If you have a support service with your ISP, it's the sort of thing you can ask them how to set up.
Basically newsgroups are part of USENET, a global bbs system. There are many USENET newsservers around the world and the postings into the newsgroups that they carry get duplicated from one server to the other in a fairly haphazard way - you don't always get all the messages that have been posted.
USENET is _not_ the web. To talk to a news server, you use a separate piece of software called a newsreader (but there are websites, like groups.google.com where you can read USENET news over the web. However such sites don't usually carry the 'binaries' - the pictures, audio, video, executables, etc - anything that's not text.)
You can use Outlook Express as a newsreader. You have to tell it which newsserver to use. If your ISP has a decent one, that's often the best choice (find out what it's called by asking your ISP, or you can try and guess (eg if you're with Demon Internet, the news server is news.demon.co.uk, if you're with Clara it's news.clara.net, etc. - well I might be wrong about the names, but you get the idea - news.isp's-domain)
There are some free newsservers (often because they're misconfigured) Last time I checked, newscache1.freenet.de was available, and carried alt.fan.televisionx, but wouldn't let you post to it.
One important thing with USENET is that sometimes people are *very* fussy about what you post.
Each newsgroup has its own rules and its own approach to this.
There are certain questions that get asked again and again, and so quite often there is a FAQ for the newsgroup that answers these questions (I think USENET news FAQs were the *original* FAQs - where the term comes from - USENET is much older than the web.)
The golden rule is, read the FAQ before posting (really, actually read it
and preferably spend some time reading other posts,to get an idea of what is acceptable and what is not.
Just about the most frequently asked question on USENET, I think is "How do I see the pictures in the binaries newsgroups?" If you look around, search , etc, there are plenty of answers to be found...
Have fun!