how do I create things
Depends, you could model things in CAD, you could model things in Blender, whichever you choose you will output files to STL/STEP these can be imported to your slicer to make gcode to operate the printer.
what cad website do I use
Printables of Thingiverse for readymade STL files but most things I make I will draw myself on Autodesk Inventor.
It did not work