
If all you want to do is have static typed content (content that will not change, like a welcome message) appear in a particular area other than your frontpage. Then just go into the Module Manager -> Click New
This allows you to create a very simple custom module.

However, if you need something more complex that would need to pull dynamic content from your database or requires php code, than read this article:
http://www.mambohut.com/content/view/156/2/ 
Also, any module you create can be placed in any module position.