In the Hearthfire DLC for Skyrim on the Xbox 360, one of the main features of this DLC is that you can build several houses from the ground up, improve upon them, furnish them, etc.
To get your first house, after you install the DLC, you need to wait to get a letter from a courier. If you don’t see it immediately, rest or wait somewhere for about 12 hours to get them to come.
Once the courier comes, you’ll receive a letter from the Steward in Falkreath offering to sell you a plot of land to build a house on. Travel to Falkreath and speak with the Steward (her name is Tekla) and she’ll sell you the land for 5,000 gold.
Your new land is called Lakeside Manor, which is nearby. Travel there and you’ll find a chest with supplies you’ll need, and the forge will have new options for Building Materials.
You should have everything you need to build the first part of your house, but you’ll need to purchase or find the materials.