There are at least four ways to have your site indexed by search engines, listed below.
1) If other web sites have links to yours, your site will eventually be found and indexed by the search engines themselves.
2) You can manually submit your site to search engines for indexing. Please see the individual search engine web sites for details.
3) Purchase some software to automatically submit your site to search engines. You should be able to find software like this at http://www.download.com/
With any of the above options, it can take some time (at least a week, sometimes several weeks) before your site appears in the search engines.
You may also find it useful to check out http://www.searchenginewatch.com/ for more information about search engines.