UML is a modeling language used in systems development. Besides UML, one needs a process or methodology, and a development tool.
Some examples of processes are Rational Unified Process (RUP), OO, XP, waterfall and so on.
Examples of UML development tools are Rational Rose, Enterprise Architect, Microsoft Visio. RAD tools, such as Delphi or Visual Basic are used to write the software code.
On Dunstan Thomas web site one can find useful articles, including A Beginner's Guide to OOA/D and UML parts one and two, by Dan Brown. A recommended reading.
Enterprise Architect, an excellent UML modeling tool, can be downloaded from Sparx Systems' web site.

Some UML Tutorials:

These are some UML tutorials I examined:

1. UML Basics: An introduction to the Unified Modeling Language, by IBM (link)

2. An UML tutorial is available online. It uses DIA program for drawing UML diagrams.