there's far more information out there than we can provide in a simple forum post; forum posts are great for specific questions, but not so much for general research.
i guess you'll want to google a bit for something like "sql server statement processing steps" or "SQL Server processor internals"
the first hit for that i thought was relevant:
http://msdn.microsoft.com/en-us/library/ms190623(v=sql.105).aspx
Lowell