Most of the programs, including Weatherlink, have some How To information for anyone to follow, but perhaps a bigger learning curve for newbies. To upload to services such as Weather Underground you have to sign up to get an ID so that your data can be accepted. Each service is somewhat different. To upload to your own website you need a domain and a webhost such as GoDaddy.
The best way is to go ahead and do it, and whenever you encounter some difficulty or don't understand give a yell on the forum. Lots of folks here will gladly help and give advice.
Enjoy,
Paul