My dad is trying to built a computer by getting a motherboard and parts to make that computer. But how can we get the motherboard working if we can't download the software (because there is no computer yet)? How do people built a computer and download the software for it if the computer isn't finished?

You don't. You buy the mobo, get a CD with drivers for it, then buy all the parts that you require and assemble the whole thing. You can get the drivers for the other hardware bits from another computer and transger using a USB key. If Windows picks up your NIC right away then you can skip that part get all the drivers from the internet directly.

What software? First, I don't think anyone should be building their own computer without more knowledge about how they work.

On a motherboard is a BIOS chip. This chip controls the interaction between the processor and the other components of the computer, i.e. hard drives, peripherals etc.

So the assembly process works like this:

1) motherboard is installed in case.
2) processor is installed on motherboard
3) power supply is connected to motherboard and disk drives and hard drives
4) video card is install (if not on motherboard)

The final step is to install the OS. So you connect the monitor, power up and insert the OS CD. You may need to set the BIOS to read from the disk drive first. The OS disk will then be read and prompt you to install the OS. After this is done, you can remove the OS disk and boot to the hard drive. You can then install additional software.