I would like to install my bathroom tile splash guard myself, but unsure what steps to take first. Could you recommend a teaching website?
Just Google tile installation and splash guards and you will receive all sorts of information. As Walter also mentioned, most Home Renovation type stores carry books on "How to" and if yopu plan on doing more tiling in the future, it's worth the purchase.
Searching on you tube will be your best option as you will get visual instructions as opposed to just reading the text in a book or website. If is fairly simple and after watching 1-2 videos, you should have enough information to complete the work your self.
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