It is not difficult to set up a blog in Magento. However, note that this functionality is not included by default and you will have to use a custom extension to add it.
You can search Magento Connect for an extension that will fully suit your needs. One of the popular free extensions that you can use is the Magento Blog – Community Edition.
All Magento extensions are installed in a similar way that is thoroughly explained in our Magento Connect Tutoria.
Once the extension is installed, you will have one additional section in the top menu of your Magento admin area called Blog. From there you can adjust the newly-installed Blog settings, add posts etc.