If you click the book at the top left it comes up with a list of builds. Just choose the highest rated one because it's usually fairly good.
If you're just starting out i'd recommend choosing either Sniper, Drow Ranger, Lich or Rikki.
You pretty much just buy each item from the top down, as you get comfortable with one hero you'll start making changes to what items you buy.
A handy trick I use for making sure I know what i'm buying is to SHIFT-Click which item i'm building. All of its components will appear in the bottom right of the screen, then I just buy them piece by piece.