It is difficult to self-publish without a website.
The first thing you will need is a web host and a domain name. A quick google search will reveal a number of web host providers, and a dizzying array of various pricing packages and options. I recommend doing more research beyond what I include below.
You will need to make decisions on what your web host, domain name, and content platform will be. You can consider it thus: Your domain name is your home address, the web host is the land you build upon, and the content platform is the furniture inside the actual house.
The domain name can be one of the easiest parts of the process. I decided my address would be jonmiltonmusic.com.