Again that will depend. You can go with a hosting company that has the software all setup for you and the cost of the software can be included in a setup charge. There are companies that will host your forum for free. Or you can get soemthing like phpBB for free and pay a hosting company. Depending on the software you may or may not need a database. A good forum software will usually use a database since it will make it quicker, especially when the forum grows.