First Create the registration form using form builder. Until you have this, don't get too caught up on the rest of the steps. Once you have a fully validated form that works then you can move on to inserting it into the database and sending a confirmation email.
Then apply a server behavior to insert the record into the database (either DataAssist or the default Dreamweaver Insert into Table server behavior). Leave the go to page option blank, since you'll still be adding email confirmation in the next step and can set the redirect page at that time.
Then apply Universal Email to send a registration confirmation email.
You don't really need Security Assist until you want to provide a login form and add view restrictions to pages based on whether someone has logged in or not.