There's many options for sauces, depending on your preferences and dietary requirements, but there are a few key common steps.

For example many Indian curry type sauces can begin with frying diced onions, some ginger, garlic, chillis, coriander seed powder, cumin powder, turmeric powder, black pepper, and tomato paste, then coconut milk to form the main body of the sauce. Don't worry if you don't have access to all of these, mix and match. Then finish with fresh coriander leaves.

Or a simple marinara type sauce begins with frying diced onions, garlic, tomato paste, followed by a glass of wine and a can of tomato to make the main body of the sauce. Add basil at the very end, as the flavor is delicate and destroyed by heat.

Notice in both cases we begin with aromatics - onions, garlic, spices - that get heated up to release the volatile flavor compounds. Then deglazing the pan and simmering with something that constitutes the main bulk of the sauce - e.g. canned tomato or coconut. Then finishing with more delicate herbal flavors that get desroyed by extended cooking. This is a general pattern that appears in foods from all over the world. The crucial part is learning how long each ingredient requires to cook for, and therefore what stage it gets added.

Once you get used to this you can begin to enjoy the creativity and rewarding nature of cooking, and explore the world through food. Like the Indian example above can be quite easily modified into a Thai green curry with a few substitutions such as extra green chillis, galangal instead of ginger, and finishing with Thai basil.

I'd say another crucial aspect is appreciating the importance of emulsions - a colloidal suspension of small fat particles in water - which results in a rich and unctuous mouthfeel. Many of our favorite foods and sauces are emulsions (butter, mayonnaise, pesto, curry). But I don't want to overload you with information as I've already written a lot. Good luck.