Hi ,
If you need a GUI to work with the gnuradio and play with the blocks,
you can use the gnuradio companion( GRC). It is pretty cool. U can
download it from GRC website. But if you want to write your own blocks,
the best place to start is
http://www.gnu.org/software/gnuradio/doc/howto-write-a-block.html .
Here you will find the necessary tutorial on how to start with the
gnuradio.
Good Luck
Fasika