My experience in digital self-publishing is relegated to PDF files, the Kindle format, and ePub through Smashwords. There is a lot more that you can learn and other formats you can publish in.
With PDF files, I recommend downloading a copy of Open Office. This is an open source word processing platform akin to Microsoft Word. You cannot publish a PDF file directly from Word, but you can convert to PDF directly from Open Office. So I recommend that you use Open Office to create your document and format it. Once you have it the way you want it, you can then convert to PDF by clicking Export as PDF on the File menu.
If you have a Kindle device, you can publish to the Kindle by sending the file to yourself. Send it to your Kindle device. Amazon assigns your Kindle an e-mail address when you register your Kindle. Send your Word (not Open Office) document to that address. However, the only person who can read that document in that form is yourself unless you upload the file somewhere to the Web.
Next, download the desktop client for the Amazon Kindle to your laptop or tablet and send the document to that device so that you have it on your hard drive. You then go to Amazon's KDP website (after you set up an account) and upload the file and complete the publishing form. You still need a cover image.
An easier way to publish for the Kindle is to upload the Word file of your document to Amazon's KDP website. It's fairly painless (and really easy), but you should ensure that your Word document conforms to the Amazon requirements for formatting. This book helped me tremendously when I started out.
You can also publish for the Kindle format using software such as MobiPocket Creator. This is an additional step and not necessary if you are not selling your book on your own website. If you just want to sell on Amazon, then don't do this. Upload your Word document instead.
It's important to point out that Smashwords is a distributor, not a publishing platform. However, they will help you publish your book in a variety of formats, including the Kindle. Publishing in the Kindle format, however, is redundant if you are sending your book directly to Amazon through KDP (which I highly recommend).
Smashwords supports the following e-book formats: EPub, Sony Reader (LRF), Kindle, Palm Doc, PDF, RTF, and Plain Text.
The beauty of Smashwords is you can publish your book in every necessary format and have your book distributed to the various online bookstores for retail. These include Amazon, Barnes & Noble, Apple, Kobo, Sony, Diesel, and Baker & Taylor. Some of these book stores require you to distribute through Smashwords and some don't. I always publish in every available format and have my book distributed to every book store even if it means I am hitting Amazon twice (because I also publish through KDP). I just like to cover my bases.
The reason you want to publish to Smashwords is because it gets your book into more places (some book stores are not available to you otherwise) and because Smashwords is the largest independent e-book distributor online. This is the place more self-publishers distribute their books, so don't write it off. There are more self-publishers on Smashwords than on Amazon. The reason many of these self-publishers succeed at Smashwords is because people who read independently published e-books can buy direct at Smashwords in any of the formats - and they do.
The downside to Smashwords is they take out a commission from every sale before you get your money. So if you publish direct to Amazon, you'll get more money from your sales. But, like I said, some bookstores will only accept your book if you go through Smashwords, so it's still a good deal.
With Smashwords, you have to make darn sure you follow their formatting guidelines to a perfect T. No exceptions. They will reject your book if there is something not right. Of course, if something is wrong, they'll tell you what that is and you can fix it.
Get a good cover image made. Format your book in Word. And use Mark Coker's guidelines. Don't deviate from these at all.
You can also publish your book in the ePub format without Smashwords. It's a little trickier, though. You'll a program called Calibre.
Calibre will create e-books in a lot of different formats, including .mobi (for the Kindle) and ePub, the two leading e-book formats. I don't like it for .mobi files. I prefer MobiPocket Creator. But I do like it for ePub. You can convert your .mobi file, PDF, RTF, or Open Office document to the ePub format. I like to start with the PDF file and convert that because it's the easiest (for me). You can play around with it and see what works best for you.
Before you distribute a book in any format, make sure you test it. There are e-book format testing software you can download online as well. I use MobiPocket Creator for Kindle testing and Calibre for ePub. You want to check it on as many devices as you can.
There is a lot more to learn. This is just the tip of the iceberg. Self-publishing is fun and rewarding if you set your mind to it. I have only covered the basics. The raw basics. Marketing your book is an entirely different game.