I would start by just plain welding regular materials to start. Local Adult Ed. in your community might have them for forty dollars a course. You ought to simply learn the wielding a torch first.

Tubes aren't sold as such. Frame builders don't buy them like so much plumbers tubing at a constuction site.
Tubes for bike frames are sold as TUBE Sets, they're PRICEY. Lugs, BBs, Dr-outs are bought in bulk, not cheap.
A few domestic suppliers sell such, very few.
Once your get your brazing and/or tig skills, you could set about your endeavour...

Bike repair and Frame build. schools are out there too. www.bbinstitute.com & others