One of the most frequent question by beginners in \(\LaTeX\) is
How to produce and to include graphics in my \(\LaTeX\) file?
You may read this e-book. If you have already your graphic in EPS, PDF, PNG, or JPEG format, you may use the graphicx package and its \includegraphic command. You may also produce graphics directly in \(\LaTeX\), or using a package like PGF/TikZ (see the examples gallery). There is also PDFTricks which is the counterpart of PSTricks. You may also use an external program such as Metapost, Inkscape, the venerable Xfig or the more recent and neat Ipe. I use TikZ and Ipe. By the way, if you need to include selected pages from PDF files inside your \(\LaTeX\) document compiled with pdflatex, you may use the excellent pdfmerge package. Finally, if you use GNU/Linux, you may use for instance Emacs, TeXwork, LaTeXila, LyX, Texmaker, or Kile to edit your \(\LaTeX\) files. I use Emacs or vim (old habits…). You may also try by curiosity TeXmacs.