I am new to making sound for games and have absolutely no experience in the subject. Where should I start and what (Free) software should I use? Is there a website dedicated to this?

Audacity is a great tool for recording music, and I'm sure it would work for sound effects as well.

If you want to compose a midi, may I suggest Power Tab? It is made for guitarists, but you can have up to 7 different instruments.

If there are any other free programs out there, this thread probably has them.

If you want to make sound effects (and judging by the wording of your post, I think you do), I couldn't be much help. However, if you want to compose music, please look at my previous post entitled Music composition and theory websites. I didn't get much feedback, but the sites I listed are a great start.

Cheers,
- John