I am an SMS newbie so
This is easy. Yes, you need a "sms gateway" provider. There are a lot out there. These companies provide APIs for you to send/receive SMS.
e.g. the German company Mobilant provides an easy API. If you want to receive a SMS just program a simple PHP / JSP / s.th.else dynamic web page and let Mobilant call it.
e.g.
You really don't want to setup your own SMS Server or Center ;-) This is really expensive, takes months to setup and costs some nice ferraris.
Use a provider and pay per SMS. It's the cheapest and fastest way.