There is plenty of information on the Ebay/PayPal websites about setting up a PayPal account and making payments. But be warned,when setting-up a new account it isn't instant, as it may require verification, which could take a little time.
So if you propose to buy something this weekend or within the next few days, and you have no PayPal account, then you may have consider other alternatives.
If you already have a PayPal account, then you would have been given various options for payment. Two of these options would consist of payment from a direct debit or credit card account.
If you have no PayPal account, then you can pay via a cheque, postal order, cash or perhaps NoChex, if the seller agrees to this. Some sellers who are registered as a business, may accept payment over the phone. But by using these methods, you would have no safeguards or protection from eBay or PayPal.
Hope this helps.