Well, that's a long process of learning, but you really don't need anything fancy unless you want realistic instruments. In that case you can go for a cheap sample library or just get a torrent. Cheap libraries do not have fancy anti-piracy support. More expensive ones (the huge orchestras that sound basically indistinguishable from a real orchestra, for example, if you use it right) often require a USB dongle called an iLok that contains your purchased licenses.
Obviously, that's not where to start. You start by pirating a DAW, which I assume you already have, as you're using Sylenth1. I use FL Studio. I bought the producer edition (signature bundle) a long time ago, because it's just more practical to have an authentic copy. But it's not necessary, especially not for starters. Pirate the producer edition with all plugins. There are several torrents, any idiot can find them.
Now get used to the piano roll, patterns, the playlist and the mixer. Once that's done, you can make ambient sounds (pads, drones and noise) by loading any sample (a harmonic one if you want a harmonic pad) into the Fruity Granulizer plugin and playing around with the settings. Link the granulizer to a mixer track and load Edison in an insert. Record the granulizer for about 15 seconds and find the blur effect in Edison, then blur the shit out of it. Then click the loop button to make it loop seamlessly. Drag the loop into an empty channel and place a long note in the piano roll and just let it play over and over while you apply effects to it. You're gonna want to set an attack and release time so it doesn't start and stop suddenly. Link your new pad to a mixer track and load Fruity Parametric EQ 2 and lower/cut unwanted frequencies. Then load Fruity Reverb 2, maximize the stereo width, increase the reverb duration and find a nice room size and dampening settings.
That's an exercise for you that might teach you one approach to making samples. I suggest ambient pads because they're easy to make while still sounding good. This, and any other approach, requires that you learn how to use the DAW. Besides using existing samples to make something new, another obvious approach is to just make a lot of synth presets. You can also browse factory presets and find something with potential, then edit it until it sounds like something you had in mind.
Yes, your list is almost complete. Just kind of naive, sort of. Unless you consider a default sine wave a preset, you don't have to make your synth sounds out of a pre-made preset. "Making samples" can be done in so very many ways. Learning the basics of Edison will get you a long way. Once you know how to use the tools, it's up to your creativity and previous experience. There's more to it than magically making a sample. When the sample is complete, you'll have to use it right, which usually involves being familiar with a range of effect plugins. Noobs tend to have fun with delay, chorus and reverb.
Watch a few tutorials and try it out. Few serious producers/composers just construct songs out of little sample packs that someone else made and thousands have used before.