Bracing the Ceiling:
Before re-framing any load-bearing wall, you should brace the ceiling above the wall with a temporary wall. Wedge a stud every 16" or so between a board secured to the ceiling and a second board secured to the floor directly below. Cut the boards a bit longer than the area you're re-framing and cut the studs a hair longer than the distance between the boards. That'll take up the slack for any framing until the new wall is in.
Adding New Doors or Windows in Existing Walls:
Remove the existing wall studs to clear space (leaving the exterior sheathing intact) for the king studs,headers, sills (on windows) and trimmer studs needed to frame the new rough opening. Dimensions for the new unit are supplied by the manufacturer. Once they're in place, drill a hole through the sheathing and the siding at each corner of the new rough opening. Remove enough siding outside to start a saw blade, snap chalklines between the holes and cut the sheathing along those lines. Set the unit in place, shim under it and along the sides as needed to get level and plumb and secure it to the framing.
To add a new wall, you'll generally need to frame: 1) a corner post (two studs with a third one nailed between them) in the existing wall to secure the end and 2) blocking between the ceiling joists to secure the top (if it runs across the joists, it can be nailed to the joists). If there's room, assemble the plates and studs on the floor and raise them into position. Or, nail on the top and bottom plates, then nail in the studs one-by-one.
After the ceiling is properly braced, remove the plates and studs of the existing wall by prying them out one-by-one with a pry bar or by cutting the nails with a reciprocating saw. The wall's load-bearing capacity must replace with a dropped headeror a flush header. A dropped header is basically a beam (multiple joists determined by code) set under the existing joists that run above the wall you're removing. A flush header is a beam set in flush with the joist ends that are attached to the beam with joist hangers for full support. In either case, the header is supported by posts (multiple studs determined by code) that are usually added to existing walls.
NOTE: For any of the above re-framing jobs, consult with your local building officials before proceeding. A plan showing proposed header sizes, spans and materials should be submitted prior to any work.