How should I go about creating a theme?

Have you looked at this:

http://codex.wordpress.org/Theme_Development

Your #3 option will be the easiest unless you already know a lot of WP, PHP, HTML and CSS.

You could also consider starting with a “bare-bones” theme such as Toolbox or BlankSlate.

Either one works, but if you want to use your own, you need to enqueue it:

http://codex.wordpress.org/Using_Javascript

It really depends on where you want to put it. If you are putting it in the header, that’s generally the same on all pages – unless your theme is differently set up. Or you could put it in a sidebar – and have that on every page. Or you could create a custom template (or more than one) to include that.