Question About Landing Pages and the correct way to create one.

OK, So I have been reading about landing pages and I know they mean a lot when you have a website and you want to build "fans". I know that the basic concet is to have fans see the landing page, which leads them to my product etc. My question is, where would i place a landing page? Will it be just like another website? should it be attached to my website (as one of the pages)? Will I have to promote my landing page the same way as my main website? I am just trying to grasp the idea of creating a page to lead someone to another page, and how should i do it correctly?

Thanks