Sure, you can get Active Directory services up and running by running the installation wizards. However, before you get too deep in this, especially if you are not familiar with AD, you need to come up with a design that meets your requirements.
For example, the first thing that comes to mind is availability requirements. Does this implementation need to be highly available and fault tolerant? If so, you need at a minimum, two servers that will have the domain controller role running. This also means that you need two DNS servers. The DNS role can run on the same domain controllers.
Once you have Active Directory and DNS up and running, to join computers to the domain, is as easy as configuring your computers TCP/IP settings correctly and logging on the computers with a local account, follow the process to change workgroup/domain membership and when prompted for credentials, supply the username and password that has access to create/join computers to the domain.
There are a lot of details, I havent covered. These details can fill chapters in books. Your question is very generic. If you have having trouble with a specific issue, it would be helpful to know that so you can get specific guidance.
You have a few options. A free option is to download content filtering software and install it on each machine. Blue Coat has an application called K9 which works well. Or buy antivirus software that comes with this feature..
Another great solution is to buy a router/firewall that has URL filtering included. This way no matter what device comes on your network, you can control what traffic passes through your network
Again, there are many options to implement. At the very minimum, I'd recommend that you look at implementing a URL filtering solution at the perimeter of your network. This ensures that traffic traversing the gateway is checked regardless of the client making the request. Otherwise, client solutions will work as well, but without a perimeter solution, anyone can bypass client controls by introducing other non-managed clients on your network.
If you prefer a client solution, there are many endpoint products (i mentioned a free one above) that allow you to filter URL and content at the end-point.