You'll need to do a theory test, you can do that before your CBT or after it.
Then you need a CBT, that will allow you to ride your own 125cc with L plates for upto 2 years before it runs out.
You can get your own 125cc and ride around on that, or can get a course from a school, and learn on their bike, and do your two practical tests on their bike.
If you're under 21 you can only do the test on a 125cc, after you pass you have a restriction on your license restricting you to a bike with upto 25kw/33bhp.
If you're over 21 you can do your test on a bigger bike, and if you pass you are allowed to ride any bike you can afford to, there are no restrictions on your license.
You obviously need to buy kit such as helmet, clothing, gloves, boots, locks & chains etc.