How do I go about starting an after school program? Where do I start?

What kind of after school program is it that you want to start? Knowing that will help us to help you better here.

Yea it would a lot easier to give advice if you knew what to give advice on...

how do I go about starting an after school program? Where do I start?
A place to go for kid after school. There will be homework study, baseketball, cheerleading, computer training... math and reading tutoring.

Would this program be located in the school or somewhere else?

This place will be located in the school.

In the school, who do you plan on paying for this, will this be something you want the school to pay for, will you be applying for federal grants for it, or will parents be paying the fee for the usage.

First you will have to get the school to agree to it most likely they will have a fee for usage of the gym, the equipment and other rooms ( if they would even let you do to insurance liability, hire the employees who will operate it, get the proper insurance for the program. So what you will need is to form a group of people to lobby for this, or a company ( or non profit group) to try and get funding for this.