You can start anywhere. There is no “first workout” or “Week 1”. For many beginners its a little easier to start with a WOD that was posted several days ago. You’ll be able to read about the workout, how its scaled, what people used for substitutions, and also see some representative times or scores.
Pick a starting point and choose a scaling and then just do it. Keep some notes of how you did and post your results on the Brand X forum. If you have questions, ask. The next day move forward to the next posted workout, pick a scaling and go for it. Lather, rinse, repeat. Rest appropriately.
If you go to a CrossFit affiliate, they will script your workouts for you.
You should be able to do most workouts at any well-appointed gym. There will be times when you need a substitution or two. That is normal. Lots of people don’t have ropes to climb, for instance, so when that movement comes up you’ll substitute it with something else.
Many people do the WODs at home, too. Nothing wrong with this. Hopefully you’ll have most of the items necessary to do the workout.