OK. Do you mean you don't know how to dig, or you just haven't found any stone yet?
If the former, you can dig by finding a block bordering a black area of the map which is described as a wall when you look at it by pressing k. Press 'd' to open the designations menu (You probably already did that for the wood for the houses) and 'd' again to select Dig. Draw a rectangle by placing two opposite corners of it starting on the wall square and extending into the darkness. A yellow box will appear there and a dorf will come along and start to dig where you marked.
If you just haven't found stone, you need to master the third dimension. You can go down a level by pressing '>' on your keyboard (usually shift + '.'). You probably won't see much because it's all underground and therefore not visible. Go up by pressing '<'. You're now looking at all the objects one block above the ground. Again, there's probably not much there.
To move your dwarves down, use 'd'esignate again to mark the space for a Down Staircase on the ground (a 1x1 rectangle). Now, keep the cursor directly where it is, go down a level (>), and put an Up Staircase in the dark space below it. (Every staircase has to connect to another staircase to be usable. Up/Down staircases are confusing at first, but they're just like having one of each in the same space.) Your dwarf should come along and mine out these blocks again. Now you can mine out the blocks around the lower staircase. Hurrah!
You can use an Up/Down staircase in place of an Up Staircase if you want to be able to go down through that square to get even lower. You should find stone about 4-5 levels down. If the stone starts pissing water all over your miners, abandon and start a new fortress, because you've found an (almost) impassable aquifer.
Hopefully, that's all understandable...