Get yourself out to Ratho. Assuming from your post that you are a complete novice, do the intro to climbing course to get the basics on safety (tie in / belay), then take it from there.
Loads of groups there who will happily show you more as you progress and the quarry attached is good at taking your first steps outside.
Check out the forums on
http://www.eica-ratho.com/ for climbing partners etc.
Enjoy.