To make an online game you need a game server first, and that is hard to get without paying for a dedicated game server, please be aware of that.
To make a game server you need to have a game that can be used as a multiplayer online game, like the 3d engine games (WoW, Guildwars etc.etc)
If you refer to really 'making' a game then you need to have a whole team of programmers to develope a mmorpg. (This will take a long time and a lot of experience is needed)
Do you have any game in mind that you want online ? In that way your question can be answerred more in detail !