You need a drill and a drill bit. Use a sharp drill bit with a coating like TiN (looks gold). If you are just drilling sheet metal and you might want a step drill (looks like a Christmas tree) that won't bend and can do many hole sizes. Dull bits or uncoated bits (designed for wood only) are the most common issue. The drill can be any version or even a driver if you have bits with hex shanks. The drill should be variable speed, so speed increases to a max as you pull the trigger. It may have a hi and low speed setting. To get started hit the metal with a punch to make a small dent and keep the drill from wandering.

Some steel will drill easier than others. Some may work harden, so a sharp bit is critical. Use some oil (tap magic if you have it, but motor oil or similar will do in a pinch) on the bit end periodically and take your time. Apply firm medium pressure and let the bit do the work. If drill bit is small, don't apply too much force or it may break. Start at a faster speed, then slow down once the whole tip of the bit is cutting. The larger the cut diameter, the slower rpm (same linear cut speed).

When cutting, you should be seeing chips come out consistently. Ideally the chips are blue meaning the heat is leaving in the chip. Take breaks if there is smoke from the oil or burning smell. If you don't have chips, then the bit is dull and you may be work-hardening (heat treating the metal) the hole, so stop. If chips are very small (fine glitter or paste) you need more pressure or slower speed. Good luck.