Then you need a development tool. For a free tool, you can use Lomboz, which has a variety of editors and wizards that will help you get started. I use IBM's Rational Application Developer, but you may not have a lisence for that.
From there, start learning about how to develop portlets, and how to deploy them. I have a number of tutorials on my website that will show you how to develop using the JSR168 standard. I start off installing JetSpeed-2, and using Notepad and the javac compiler to create a war file for deployment, but then move on to a development tool. The tutorials will show you all the ins and outs of JSR168 portlet development:
As far as plugging into SAP and stuff, those vendors usually provide their own portlets that just need to be installed and configured. Otherwise, you often just create a portlet as a presentation tier component, and connect to a web service, or some service oriented component, to access the SAP service.