You have to create AutoLISP program using VisualLISP Editor.
VisualLISP Editor is in-built with AutoCAD full Version and is not avilable in AutoCAD LT version.
To open VisualLISP Editor click on Tools Menu > AutoLISP > VisualLISP Editor. Once the VisualLISP Editor is open then you can click on File Menu > New File to start new file. You can also open VisualLISP Editor by using vlide command.
You can learn complete VisualLISP using following video: