This is a learning hurdle that I think a lot of us struggle with. You can Google your way to fame and fortune (quick - but cheap and incomplete), you can take a pile of classes / read manuals (expensive - but direct and thorough) ... but the middle ground is somewhat lacking.
I can offer my impression on the first route, as I'm a bit of a self-taught creature. You've already identified your major components, and you'll find a large variety of online walkthroughs for installing each of them. After it's set up, running, and hardened against the Internet, you're ready to start opening up the needed ports in your firewall, and pointing those IP addresses to that firewall. Again, you'll find tutorials for your firewall hardware (or software) and DNS provider (I think the DNS tag here has some pretty exhaustive information).