Caveat - this is how the process works in ArcMap 10.0. They can be some variation if you are using a different version of ArcGIS, and I have no idea if it works the same way if you are using other software, like ArcGIS Pro.
Are you asking how to create data to build a network dataset against or are you asking how to create feature classes that will allow you to more easily import your analysis data (i.e. stops, destinations, routes, etc.) into an analysis layer?
