Thinking of Setting up a New Business

Hi there just had another few questions that I would really appreciate answering. My partner and I are currently unemployed, on Job Seekers and sick of the fact we both can't find work. We have both been looking locally and more afield to apply more jobs with no success maybe the odd phone call back that's about it. Most emails we get back they state that they can't take your application further.
We both had ideas on setting up 2 small business ventures. My girlfriend has a huge hobby of making things by hand at home, but would like to test the waters on making a small business and possibly sell what she makes. I also would like to set something, in my town where I have a recreational game running weekly, in one of the local establishments. So I am wondering what are the steps involved in doing this and possibly if both are a success the transition from being on Job Seekers to earning our own money.