If you have no compost pile yet just pick a location in your yard which is not too close to your house, and not too far that you have to walk a ways; you may be bringing pailfuls of kitchen scraps and/or cart/wagon loads of yard waste, in fact, any organic material (grass, leaves, weeds, manure, etc.) to dump onto your pile (whether it's brandy new or it's weeks/months old), sometimes daily, depending on your home's or farm's rate of waste generation (farm, garden, eating frequency, etc.)
You can certainly 'maintain' more than one pile at a time, if you wish. I start a new pile when my 'working' pile gets more than two or three feet high (3 feet is too high, imo). I also keep my piles neat by surrounding them with wire fence, fastened end-to-end into little 'silo' shapes, about about three feet wide. See silos in our recycling post
To start a new pile just clear an area about 6 ft by 6 ft, enough so that as the waste you dump on it can be easily raked from the pile's edges up onto the center or top of the pile using a leaf rake, for example, after it dries out fairly well (skip the raking until a day or so after rainfalls).
If you are concerned about your pile(s) being seen by neighbors you can locate it/them behind some trees, bushes or fence it/them in. Some folks even recycle old/discarded wood pallets to use as compost "walls" or bins, but I eschew these; they make aerating a chore, instead of exercise (aerating discussed below). I use the wire fencing as little silos, described above.
BTW We don't recommend using one of those plastic rotary drum, or box things; there are way too many of them in the landfills, after people get tired of winding them up. You can't inspect the material inside them, plus, they sit around grotesquely whether or not in use
Anyway, one of the best things about composting is you actually get to turn over your pile(s), as you aerate, with your very own (wo)manpower, too. It's free exercise; no gym fee! I digress
Decaying organic material (our "waste") has occurred naturally, for millennia, in the forests, meadows and marshes of the planet. It's Earth's topsoil. Composting is just our human way of hurrying things up (We're always in such a hurry! :)
Your can let your piles(s) decay on their own time, or you can help them along by turning them over, by aerating them. Aerating reduces, even eliminates methane production by giving your (micro)organisms air so they can work faster for ya (that's the unscientific explanation)
To aerate a pile all you need to do is just start a new pile by "forking" an existing pile right onto it. Simple as that. A hay or manure fork works best, such as this one
Remove any wire fencing first, if you're using it as a "container", then set up the wire fencing again, into a little silo shape, next to the existing pile and fill it with old pile material by forking the old pile into the newly placed wire fencing. Make sure the wire fence is secured end-to-end before you start forking
You can't really over-aerate, but you should let a pile 'rest' for a few days so that your organisms can do their work undisturbed. For a description of how to select and use a few tools that will help you compost more easily click here
To learn how to utilize your final product - humus - click here