Not quite sure on this rss hub option. Can someone help make sense of how to set this up.

Have a website which does not have a rss, and confused about how to set it up at my website. Do I need one 1st at my website before I set one up at my hub. If not then how do i set one up and how can it work with my site if I do not have a rss set up at my website...:(....Got a headache..........lol...:)

placeholder text for bug in Chrome