Most Klingon learners start by buying "the Klingon Dictionary" by Mark Okrand (creator of the Klingon language), a 15$ book, which has most words and all the necessary grammar, and can probably be bought at any big book-store or bought off of Amazon.
However, if you can't afford that, you can also surf the web for the necessary information. I've found that the most thorough website is
http://mughom.wizage.net/. It, in addition to having the grammar and a complete searchable dictionary, has audio files with properly pronounce Klingon