A web application framework is a code library that make a developer's life easier when building reliable, scalable and maintainable web applications.
Web frameworks encapsulate what developers have learned over the past twenty years while building dynamic web applications. Frameworks make it easier to reuse code for common HTTP operations and to structure your code so that it is maintainable.
Choose an actively developed Clojure web framework such as Compojure and stick with it for your initial web applications.
Work through a detailed tutorial found within the resources links on the framework's page.
Study open source examples built with your framework of choice so you can take parts of those projects and reuse the code in your application.
Build the first simple iteration of your web application then go to the deployment section to make it accessible on the web.
Frameworks provide functionality in their code or through extensions to perform common operations required to run web applications. These common operations include:
Not all web frameworks include code for all of the above functionality. Frameworks fall somewhere between simply executing a single use case and attempting to be everything to every developer with increased complexity. Some frameworks take the "batteries-included" approach where everything possible comes bundled with the framework while others have a minimal code library that plays well with extensions.
Stack Overflow's answer on Clojure web application frameworks is a few years out of date but still interesting to learn what frameworks are still relevant after several years.
Check out the answer to the "What is a web framework and how does it compare to LAMP?" question on Stack Overflow.