Your best bet is to read
here.
You'll find all the answers and some very good points. It'll take some time but most of the information will come in handy.
As for your licences ... there are 2 ways;
Modular
Private Pilots Licence
Commercial Pilots Licence
Frozen Airline Transport Pilots Licence (this will become an ATPL when you have 500hrs+ of Multi Crew time)
Integrated
Commercial Pilots Licence
Frozen Airline Transport Pilots Licence (this will become an ATPL when you have 500hrs+ of Multi Crew time)
There is a lot more to it than the above, for example you'll need a Night Rating before you can do your CPL. And you'll need an Instrument Rating before you get the fATPL, you'll also need a MEP Rating in order to fly multi engine AC.
Good luck.