Hi Letha, and welcome to the board!
First thing you probably want to do is learn how to transfer photos to fabric (unless you are going to have someone do that for you?). There are several different ways of doing this -- by using a photocopier, by using an inkjet printer, by using prepared fabric sheets, by preparing your own fabric. Each method requires a different sequence of steps. You might want to start by Googling "how to transfer photo to fabric" to check out methods and/or post a separate question on the QB (Quilting Board) about the best method.
Once you have your photos transferred to fabric, most people will create a quilt top out of them (usually using other fabrics to border the photos before sewing the photos together). Once the top is finished, typically you would layer top, batting, and backing fabric to create a "quilt sandwich" that is then hand or machine quilted (by yourself or by someone you hire). Once the sandwich is quilted, the edges are bound.
An alternative method is "Quilt As You Go". There are a lot of examples of this on the web to show you how it is done. Basically you "sandwich" and quilt each block as you go, then combine the blocks into a quilt. The raw edges that connect the blocks are usually covered with strips of fabric.
You have described a pretty ambitious quilt to make for your very first one. I recommend going to your local library to check out some basic books on quiltmaking. Many of the newer ones included step-by-step photos of all of the steps, so you understand what the process is.