Now, first evaluate the calves you have, find the ones you want to show, pull them from the group and put them in a smaller pen together. Give them a few days to settle down them start working them. there are a bunch of post her on halter breaking, I suggest do a search and review a few of them. The sooner you start the better they will be. Take your time, they will not break in a day, so don't get frustrated when things go slower than you want. Look for calves with balance (all their parts fit), soundness, and that catch your eye, if you go through a pen of 20 and one just keeps catching your attention, that is probably the one you should choose.
Need: time, patience, rope halters, scotch comb, rice root brush, good feed program.
Nice to have: blower, fans, wash rack, covered tie area.
One thing when your selecting your calves, no matter how good one is, take their disposition into consideration, if they would rather run you down then get away from you in a large pen, you may want to look at a different calf.
This site has a world of info on it, with some very knowledgeable people, you should be able to find answers to most of your questions here.