You can start with the SBA. They usually have a good resources. As far as businesses go, to start an LLC you have to have a registered address and a registered agent in the state where you start the LLC. Each state has different rules/regulations, so consider that when you begin.
Just because you start a business, does not give you the right to a) enter b) live or c) work in the US. You'll need to personally go through the visa process for this.
@JonnyBoats is right, 3 separate questions, each with a more detailed list of what you want to do will help the community provide the best answer.