To hunt, you need the hunting labor activated on the dwarf, he needs a crossbow, bolts, and a QUIVER. The bolts go into the quiver, and without it, a hunter won't hunt.
You can make bolts at a craftsdwarf workshop--- you need wood for wooden bolts, and bone for bone bolts.
You can make a crossbow at a bowyer's workshop. You need wood for wooden crossbows, bone for bone crossbows.
Crossbows can be made of metal, as can bolts, but that takes much more than you can do with your initial 7 starting dwarves and a new fortress.
The quiver can be made out of leather. The new embarks under 31.12 embark with 3 quivers, unless you removed them in the set up. If you have, you may have trouble getting a hunter to actually hunt until you can import some leather and work it in a leatherworker's workshop.
The easist way to get food when starting out is to harvest the local plants with herbalists, as directed by an above poster. Once your dwarves have eaten or brewed those plants, they'll get seeds, and you can then make a farm plot outside in a green area, and then plant those seeds. You will need to make use of the (q)uery command on the farm plot--- and to build a farm plot, you need to use the (b)uild farmplo(t) command and then use the sizing keys to size your farm plot. It's a bit to learn all at once, but once you have outdoor farming down, you are well on your way to mastering the basics of using the dwarf user interface.