Start with a synopsis. If you have a great idea for a concept, that's just the seed from which your story must grow. Your concept should be able to be written into a one sentence statement called a "log line." To start your screenplay, you must develop a simple story arch for the journey of the protagonist. There must be something that happens to the protagonist early on in that sets the story in motion. This is called the inciting incident. Once the inciting incident gives the protagonist a goal to reach, you must set up a series of obstacles that the protagonist must overcome, each becoming successively harder and harder to get through, that leads the protagonist to the final and greatest hurdle of the story, after which they may or may not achieve the great goal that they have been striving for since the inciting incident. Write the simple description of these events out in no more than two pages. This is your synopsis.
Build a detailed outline. Going from your synopsis, begin to flesh out, scene by scene, how each action the protagonist takes and each choice she makes either brings her closer or farther away from her ultimate goal. These can be steps forward or set backs that are either monumental or miniscule. The choice is yours, but make the series of events build a momentum that will keep your audience engaged while watching your film. Be as specific as you can, when outlining each scene, about how each scene moves the protagonist closer or farther away from the ultimate goal.
Expand the outline into a treatment. Once your detailed outline is finished, begin writing the treatment. The treatment is essentially everything that will go into the screenplay, except the dialogue. Because film is a visual medium, the last thing that you must add is dialogue. Go into great detail and describe every physical thing that the audience will see on the screen as they are watching the movie. Describe the conversations that the characters have, but do not write the dialogue. Writing your treatment is a time consuming process. Do not rush yourself, or the result will be shoddy.
Transfer the treatment into screenplay form. Once you have finished your treatment, use it as a guide to write your screenplay. Go back through your treatment, scene by scene and description by description, retyping it into screenplay format. Use a screenplay program like Final Draft to make the reformatting easier for you. Add the dialogue where needed. As with writing the treatment, writing the screenplay is an arduous task. Take your time.
Rewrite, rewrite and rewrite. Once you have finished your first draft of the screenplay, let a group of friends read it aloud for you. Things your will have missed will jump out at you, and the screenplay will come alive in a way that it cannot without the voices of actual people reading the lines and descriptions. Use this to illuminate your script and rewrite appropriately. Do not give yourself a strict finishing date. There is no set amount of time for finishing a screenplay. Some masterpieces take as little as six months to finish, while great works of cinema have also taken as long as ten years to complete. Be patient and be humble. That is the only way to let the voices that need to make their way to the page be heard.