After you are sure your state allows deer farming, and you view the regulations.
1-3. Visit lots of farms! Then visit some more, no such thing as too many visits.
4. Get yourself some land and Lay your pens out, think long and hard about how you want to do it, and keep in mind you will be expanding.
5. Get with your local mills, get a plan for what you'll be feeding. Also when doing pen layout, figure best places to make hauling fresh water easier.
6. Get a plan for what type or style of buck you want to produce and stick with it. Also, it's nice to get a plan for what preserves you may want to sell to.
7. Cut or buy poles, buy some wire. There is a very helpful man on here, Henry Martin of streamline products, he can get you quotes on fencing and materials. Some tractor supply stores carry 8' wire too.
8. Install fence, or hire a professional if your not expirenced. This cost money, but is a peace of mind when it's done right.
9. When your deer arrive, stick with these forums, there is lots of help on here.
Others will add to the list, I am sure I am forgetting something.
Have fun.