First, you have to understand how the nitrogen cycle works in an established tank.
Fish produce ammonia which is eaten by nitrifying bacteria who in turn excrete nitrite (notice the ITE)
Another bacteria eats nitrite and produces nitrate (notice the ATE)
Nitrates are less harmful to fish than ammonia or nitrite, so this is good for your tank. Water changes are still needed, though, to keep nitrate levels from becoming to high.
Now, in an uncycled tank you will have insufficient bacteria to absorb your ammonia, and your fish risk ammonia poisoning. The bacteria will grow over time, and your ammonia levels will go down. The same time this is happening, your Nitrite levels will be rising...
It takes a few more weeks for your second group of bacteria to establish and lower Nitrite levels. Until you test your water and get 0ppm ammonia and 0pm Nitrite, your tank is "cycling".
The best way to cycle a tank is without fish. You add pure ammonia to the tank to simulate fish waste, and let the bacteria cultures form on their own. No water changes are neccessary until you are ready to add fish.
If you already have fish in a uncycled tank, you should do daily water changes until your tank is fully cycled, otherwise your fish may die from ammonia or nitrite poisoning.
If you dont have test kits, buy some. The ones you need most are Ammonia, Nitrite and Nitrates.