They obviously start with a rough outline of the show they want to create. This usually involves thinking about things like what they want to evoke to the audience, what type of music to incorporate etc. Next they must begin to cast actors who fit the roles needed for the show. Afterwards they must worry about choreo, music numbers, scripts, mics, costumes, props and so on. Once they have all this in line they can begin rehearsals with all of these things and before you know it you are ready for opening night!!!