> What is the difference between webhosting and domain?
Web hosting is where you have a computer with disk space, an Internet connection and the software needed to respond to requests for the files the make up webpages.
A domain is a way to describe where that computer can be found in a human friendly way.
> Is there any way I can buy it by myself, and
> not through companies (I have heard about frauds)
You can go directly to some domain registration authorities - but they charge a very high price for individual domains. (e.g. £100 instead of £15). So it is a bad idea.
> do I need to buy or rent webhosting space
Yes. You clearly don't have the technical skills to run your own server
> even if I have a FTP software
This just lets you copy files to your web hosting space (although I'd prefer to use one which supports SFTP, plain FTP is horribly insecure)
> desgning my website by Microsoft Publisher?
MS Publish is a dreadful program for producing webpages. It produces some of the very worst quality code I've encountered - its inflexible and reacts very horrible to real world browsers.
http://opera.com/wsc/ is a better starting point then Publisher.