I just downloaded GUIMiner for my Windows and in the tutorial they said that i should create a miner. I have no idea how to do it. Could someone tell me?
You can create an account on a mining pool like Slush's pool (http://mining.bitcoin.cz/). Everything is written there.
First you need to decide which crypto-coin you wish to mine: Bitcoin, Litecoin, Peercoin, Dogecoin or any other of the hundreds of alternatives. You should've already downloaded the wallet for this coin.
Next you have to decide if you're going to join a pool or go solo-mining. Unless the coin you wish to mine was released yesterday (literally), has too few users or you have enormous amounts of hashpower, forget about going solo.
Next you need to open an account at a miner pool - there are hundreds by now, a minimum of 1 for each crypto-coin (bitcoin, litecoin and doge have dozens each). Miner pools have their webpages where you register, create your username and set your ccount so the coins you mine go to your wallet.
At the end of the registration process (or in the help page) you'll be given the IP address an port you should point your mining program to. Finally you start your miner and watch as you get coins, hopefully at a profit vs. the electricity costs.
There's also the option of using a p2pool, these are decentralized pools where you don't have to open an account at a page, don't need to trust the pool's manager to be honest, etc. But these require you to have more in depth knowledge of how cryptocoins and mining work, so leave that aside for later.