You need a few things to set up a volleyball court.
One is a set of lines that is the boundaries of the court. Like this. They're either flat, or rope-like.
The other is two antennas. Sometimes they come like this. You put them together and you strap them on the net. Typically where you place an antenna is eight squares in from the side of the net. The antenna marks the boundaries of where a ball can be hit or served. A ball that is hit or served outside the antenna results in a point for the other team.
Typically the nets are set up in most California beaches, but you can bring poles and a net if the net and poles are not set up for you. If you don't have a pole and net available, there are beach kits you can buy where you can set them up yourself.
Obviously, you want more than one ball so you don't constantly have to shag, or run after the balls between every bay. And those are the basics of setting up a beach volleyball court.