Myself, I did web development using PHP, self taught. After I learnt a number of things I created a Church Database System. From there it's when I... understood most of the theories I had learnt. So pick a project, any, you can give yourself....and work on it. You will practically learn a lot along the way.
Don't wait for a client first. Also, most clients will work with someone who has a demo of their work or skills.

There are free hosting sites as well later when you want to put it online.
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