It seems this is the day of the newbees with some of the most elementary questions...I swear I'm waiting for someone to ask what a plane is and if they have bathrooms and if they allow smoking and handguns....OMG

Sign up for them all, doing so hurts nothing and if you buy the cheapest flight you can find, you will then earn points for any and all. Not that it matters much, without credit cards, a few flights to Fla will take you YEARS to get enough for any international awards, you will NEVER get status on any airline, and maybe 6-7 years down the road you will have enough points in one for an award.
you need to pick one and use it all the time (even if it's more expensive or has a less desirable routing), get the associated credit card and it's bonus points, read all about it's program and every possible way to earn points in it.
Thats what people do here....i suggest you read about one or two choices and use the SEARCH function to get answers. If you spend time reading these boards, you may get a clue.....if your expecting us to have a magic answer for your vague newbee question so you can go away happy and not waste your time learning, i gave it to you.