Know-How Exchange : Student Questions

Okay so my father has his own business a (Movie Theater) in which I help him with all aspects. Recently I kicked off a campaign to utilize the theater and run advertising on screen for other business for a cost. It got me thinking that maybe I can create my own marketing/advertising firm on a small scale. May dad is willing to help me as long as I show him I know what I am doing. I would like to know if anyone can help me with a step by step process of what needs to be done. Like the legal formalities, and etc. Please help me. I want to name it RM Marketing Group or RM Marketing. Most importantly i would like to know where to start and what to do, and the proper steps i need to take, Also any licenses I need.