It really is that simple.
- Create an InfoPath form
- Have it submit to a datasource
- Publish it to Sharepoint
There are several ways to submit to a datasource. My personal preference is to always use a webservice and never connect directly to SQL Server, etc. But if you are new start with making a connection and slowly build your way up to using a webserice.
Check out labs 8 and 9 for more information -
http://www.infopathdev.com/resources/labs/default.aspx