You have to be more specific than that...
In general, you need to think about the problem. Understand what the program needs to do. Identify difficulties and think about how to solve them.
Then you pick a language and identify language-specific issues that you need to address. When you have a good plan of what to do (this may be just a mental plan for simple exercises or long documentation for complex problems) then you start implementing the solution in digestible chunks. Keep testing and implementing new features until the software works reasonably well.