What is the initial process and how do you get your hands on WordPress in order to create your own website templates? You will need to go to WordPress.org and download a version in the language of your choice. You then extract the zip folder into the root of your site, and you will see tons of files pop up. Don't worry about opening those or going into them as what you need to work with will be significantly small. Then go to yoursite.com/wp_admin/ and you will go through the simple installation process which is basically just WordPress hooking itself up to a database which it creates in your server in order to work. That's all there is then you can start rolling.
If you understand the principles behind website templates you will immediately see the huge benefits to WordPress template systems. Basically it is designed to hookup automated template ideas to a system via which a client who knows nothing about anything can access your site (behind password protection obviously) and update and manage the website that you leave him.