I can't go through all the steps in a lot of detail here but I can give a basic overview.

I already had a development environment set up for Google Appengine on my computer. This uses PyDev in Eclipse. I'm not much of a Python programmer but I've done a little bit for Appengine, mostly just following the Google tutorials. For my robot, I created a new Google Appengine project and I created a new project hosted on Google Code (using Subversion because I'm comfortable with it). You can see the code for Q&A bot in my qnabot project.