No site is automatically included in a search engine's index. The search engines use software called spiders to crawl across the Web, following links from one page to another. If they don't know about your site, they can't find it.
One way to let them know about your site is to explicitly submit your home page. The way to do this with Google is to go to their
Add URL page. Yahoo! has a similar
Submit Your Site service. But this is only the beginning; there is no guarantee that by submitting your site you'll get into their index. To have a better chance of getting into the indexes and to get your site higher in the search results rankings, you need to get links from other sites.
Ideally the links from other sites should use words that people would use to search for your site; for example if your site is about cake decorating, those are the words that should appear in the link, not something like "click here".
It isn't easy getting these links, but you could start with business directories or locality sites or other sites that have a similar interest to yours. You can offer them a link from your site in return.
You should avoid "link farms" (especially those that charge) as Google tends to penalise sites participating in them.