Most blog software, such as WordPress or TextPattern, will require that you set up a MySQL database in which to store all of your posts. When you sign up for web hosting, your web host will provide you with an administration panel (usually located at http://www.yourdomain.com/cpanel) where you can set up the different parts of your website. The only backend I’ve ever used has been Cpanel so if you are using something else then you’ll need to consult your web host for the equivalent functions.