To view silverlight components in web page. you need silverlight plu-in. please see process of silverlight plug-in installation Silverlight plug-in Inplace and Indirect installation, How to, to develop rich silverlight applications you need have to have essential silverlight tools. Please find the Silverlight Development Tools & Software and to learn the silverlight following video tutorials would be very useful for you.
MIX 2007 Silverlight Sessions
Silverlight 1.0 Tutorials
Silverlight 1.1 Tutorials
#2: Top Banana
Expression Blend with Silverlight 1.0 Tutorials