The Loop

Hello, I am new to wordpress and have successfully installed it and am able to use it with the standard templates.
I would like to incorporate it into a current site I have. I have been reading through information about “The Loop” and I think i can figure out how to use it. The question I have is what file do I need to include at the top of my page to include all of the functions that WordPress uses?
Basically I want to just incorporate the blogs, the “Archives” portion of the right bar, and the comments section into the homepage of a current site.
Can someone recommend a good article to read or tutorial to go through that would help me?

Thank you,

Nate