Would you start by becoming involved in politics? Would you try and attain wealthy powerful friends by socializing in prestigious areas? Which industry would you get involved in? Would you seek tertiary education?
Government grants,
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Government grants,
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Organised crime…
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Personally, here would be how I would go about it:
Find a job in an industry that you want to develop a business. Make sure it is an industry that you are interested in, because it will become your life. The job can be a clerk or administrative job, as long as you are getting your foot in the door.
Next, you want to meet people in your immediate area. This includes coworkers, but especially managers and customers. Learn from the managers how business is done. Learn from the customers how effective the managers’ strategies are. Keep an eye out for talented coworkers and managers who will follow you. Once you’ve met most of the people in your immediate, branch out and meet people everywhere you go. You never know who might know someone or something useful.
Learn more about the industry. As much as you can, from all sources: managers, customers, suppliers, competition, books, seminars, etc..
Once you develop a comfortable reputation among the industry and your peers, you can start your business. From that point on, keep learning. Always learn: about selling, marketing, accounting, technology, etc..
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Off the top of my head.