How does one go about starting a project in an HDL? I have always wanted to design and build a CPU but I've never figured out how to set up the "build chain" fo

How does one go about starting a project in an HDL? I have always wanted to design and build a CPU but I've never figured out how to set up the "build chain" for VHLD. How do you implement, compile, and test different features? Is there an IDE? Understanding the basics is important but I'm held up before the basics even start mattering.