You will need to install forum software. Simple Machine is one, there's
phpBB and YaBB also. These first two require php, YaBB runs under Perl.
Many web hosts provide forum software that can be automatically
installed.
http://en.wikipedia.org/wiki/Comparison_of_Internet_forum_software lists
many others.

Mike

First check with your host, see what they support...PHP or ASP or
ASP.NET...also check to see..sometimes hosts have a free or low cost package
they offer. Once you have it installed, perhaps in a subweb or domain you'd
just create a link to it. IOW, it's NOT something you will create with
Publisher, but you can make your forum match your Publisher created web.