Every single ARM "board" will be different. Read the datasheet for the ARM chip you have, that should have a section near the start about booting. Also, read the datasheet about your board, as it made have flash/boot loaders on there. If there are no loaders on the board, you'll have to either set the jumpers for the ARM (if that type supoprts it) to read from external rom, or JTAG the initial boot code into it.
Basically: Read the datasheets. Programming a device like an ARM isn't your usual compile/run stratergy like most software, especially not in the first stage.
edit:
If you don't even have a board yet, try going for this one:
http://beagleboard.org/
It has and ARM on it (as well as a decent GPU).