Lol, cheesetracker
I have no idea why there's a sudden tracker revival but it sure is interesting. Maybe DAWs are overpriced?
If you have $70 to spend I recommend getting Renoise, that's what I use and it's bloody amazing. Pretty much has all the features of a major DAW [VSTi support, MIDI input, audio recording, ASIO support, etc] and it's still getting developed heavily. But maybe since you don't want to pay for anything I'll recommend milkytracker which has ASIO support and a cool waveform drawing feature [hint: insta-chiptune!]. A well-refined oldstyle tracker for windows would be ModPlug Tracker 1.16. OpenMPT kind of ruined Modplug, but 1.16 is still a very solid music app, and you'll find a download for it here.
Anyway, to answer your question: trackers are based completely on the manipulation of .wav samples. You'll need to get some instrument samples from samplepacks on the internet or other mod music [try not to rip the obvious samples though. like that one voice from Point of Departure]. If you're having trouble finding samples I have a few usable ones for you. RTFM yet? I'm not sure how to map the different samples to an instrument in CheeseTracker, but Reduz [who made it] is usually on IRC all the time and if you get on #mod_shrine on EsperNet you can ask him. It's also a home to many veteran trackers who can help you out with anything else. I'll be there too.