Yes i can upload my own pages right?

but what if i have a scripted pages and gave users space on my website and they can make there own pages

What will happen then

will those pages automatically get uploaded or would they have to be put in a databse. How does it work

You could do either depending on how you write your website. If you're unsure how to begin, then I'd go and learn the basics of a few web-based languages including HTML, CSS, and PHP (with SQL if you want database interaction). A good book is the best way to go.