What experience do you already have? If you're not even sure where to start it might be a sign that you're getting ahead of yourself trying to jump into multi-player before you're ready. You should spend some time developing single-player games and becoming familiar with programming in ActionScript before you try to tackle multi-player.
Once you're ready to tackle multi-player, you will want to look into using Flash Sockets or might consider a higher-level library or API such as Player.IO (tutorial) or SmartFoxServer (tutorials - look lower down in the sidebar to the right). If none of those options are simple enough for you to get started with you will probably need to spend more time learning the basics of ActionScript programming before you're ready for multi-player.
Multi-player is not an easy thing to do, but it's definitely achievable if you're willing to put in the work.
Thanks a lot for your help.
I can do simple programs in flash a simple single gaming. So what do i do now , as ur point of view i have to make more knowledge about single player gaming , i tried will surely try that and make some experience and then i will come up with some questions(some really hard questions ), thanks once again