You could start by checking the Soil, Compost and Mulch Forum here on Gardenweb. There is a FAQ link at the top of the page on that forum that you might find helpful.

I just pile up garden and kitchen waste way down in back behind a bush....
I have 2 pile going at all times....the pile I am putting stuff into this year....and the pile I put stuff into last year and and now am putting on my gardens.
Sure you can do fancy stuff....but one of the main reasons for a compost pile is enviornmental....why burn and pollute the atmosphere and why fill the land fill? Just pile it up and put it back into the gardens.
Linda C

sun/shade doesn't matter. You don't need any kind of bin either, but you might want one to keep things neat looking.

Just toss any organic material into a pile and leave be. If you wish to speed the composting process up then keep the pile moist and turn it over every couple weeks. Warmer temps produce compost faster than colder temps.

One can get very technical about making compost if they wish, but the only reason to do so is if one wishes to turn out a finished compost pile as rapidly as is possible. I personally can't be bothered, too much other stuff to do in the garden.

I posted this on Frugal Gardening, to show how easily & cheaply (free) compost can be made.

Have fun!

Here is a link that might be useful: Compost from Thrown-Away Materials