Get a good introductory textbook. Horowitz&Hill is old but the introductory chapters are ok - the digital electronics section is a bit old but probably still relevant.
To program the PIC you need a programmer - I've used a Microchip ICD2 which has worked fine. There are lots of cheaper clones, some better than others. In the beginning it is probably best to get a starter kit for the microcontroller you want to program. There is a cheap picstart kit which includes the microcontroller, but it might not be powerful enough. for the dspics there are dspicstart kits.
learn some schematics/pcb software. eagle is free up to some finite size board. learn how to make your own pcbs.