This Instructable does not cover the rules of baseball, but the MLB has a fairly comprehensive writeup of the rules, which I won't attempt to duplicate.
Step 1: What you need
First you need a partner.
Second you need a baseball glove and bat. Your bat shouldn't be to heavy or to light also it shouldn't be to long or to short. You should have a bat that is just right.
Also you need a baseball if you don't have a baseball use a tennis ball (not recommended).
Step 2: Learning to throw
First stretch a little bit. Then try to throw the baseball to your partner try not to throw it under hand or side arm. Underhand is not good for the arm, and it's better to learn overhand when you're just starting. For now try to stay at least 10-15ft apart. Just keep throwing the ball back to each other for a little while. Try to follow through and at the end of the throw your arm should be pointing at the person you are throwing the baseball to. Practice throwing like picture 3 and 4 with only your wrist now once you have done that for a while practice with your partner. Now put all the pictures together arm up wrist cocked back and end up pointing at your partner.Now you know the basics of throwing.