You need to store the big numbers in a base that your computer can easily handle with its native types, and then store the digits in a variable length array. I'd suggest that for simplicity you start by storing the numbers in base 10 just to get the hang of how to do this. It will make debugging a lot easier.
Once you have a class that can store the numbers in this form, it's just a matter of implementing the operations add, subtract, multiply, etc. on this class. Each operation will have to iterate over digits of its operands and combine them, being careful to carry correctly so that your digits are never larger than the base. Addition and subtraction are simple. Multiplication requires a bit more work as the naive algorithm requires nested loops. Then once you have that working, you can try implementing exponentiation in an efficient manner (e.g. repeated squaring).
If you are planning to write a serious bignum implementation, base 10 won't cut it. It's wasteful of memory and it will be slow. You should choose a base that is natural for the computer, such as 256 or the word size (2**32). However this will make simple operations more difficult as you will get overflows if you naively add two digits, so you will need to handle that very carefully.