We've all been there so don't worry about the question. It obviously depends on what type of engine you're building as to what you'll need. All engines will basically need the same components: crank, rods, pistons, heads, etc.
If you google "how to build...(insert your engine here)" you'll get a multitude of good answers. The link below is the first response to "how to build a small block chevy." It's a good article and I'm sure there are other equally good articles and referencs to books too.
Good luck.
http://www.carcraft.com/howto/1004/index.html