Yeah, if you have any specific questions, we'll be ecstatic to answer them. What's tiresome is when someone just posts "OMG this game is so confusing, how does it work!?" because there's no way to answer that.
I'll take you through the basic processes of colonization, though, so you can point out what you don't understand about it:
1. Build freighters and colony ships. In short, all these need to be are a cargo hold/some cryopod modules attached to the basic ship setup (bridge, engineering space, fuel tanks) and a commercial engine (25x size and 0.5x power, IIRC, is the dividing line between military and commercial). Make sure they have enough fuel to reach your new colony.
2. If the world you want to colonize is already at 0.00 cost (you can see this in the Environment tab of the F2 (Economics) window or the F9 (SysInfo) window), all you need to do is drop off colonists. Otherwise, you need to drop off infrastructure.
3. Construct infrastructure in the Industry tab of the F2 window. Use the Task Groups window (F12) to load it onto your freighters. Order the freighters to move through the jump points between your homeworld and the new colony (if there are any), then to unload the infrastructure on the colony. If you want to deliver more, you can add a return trip to the homeworld and a refueling order to this chain of orders and then use the repeat order box to duplicate it.
4. Once you have infrastructure in place, order your colony ship(s) to load colonists on your homeworld and follow the same route as the freighters, except dropping off colonists instead of infrastructure.
Dropping off colonists or installations on a planet automatically founds a colony there; you can also do it manually in the F12 window. Once you have a colony with infrastructure and a population, your civilian companies will begin automatically moving more colonists and infrastructure of their own there, so you don't have to keep up shipments. Do note, however, that early on civilian companies won't have the funding to do much. If you open the Ctrl+L window, you can subsidize civilian shipping lines to allow them to produce more and larger ships to jump start their activity.