It is hard to answer your question without specific's on what you are going to cut. You have to realise that machining is not something you learn over night. It has taken me 25 years to accrue the knowledge I have of machining.
How to hold your part? Depends on the part and the geometry you are machining. You can post a file of the part you are trying to make and then others can comment on "how" to do it. Most of the time you are looking at a vise to hold your work.
I don't want to discourage you but there is a LOT to learn about machining! Stick with it.