Lots and lots of threads on this already.
My advice is to find a job with such a company, or at least a janitorial/custodial company. Learn the business from the inside out.
Licensing will depend on your particular jurisdiction. For insurance, talk to a good insurance agent. You'll need a variety, plus an umbrella policy.
For niche cleaning sectors, go to http://www.bscai.org
and look at their publications and other services. There's information on how to start a janitorial/custodial business, how to do bidding and estimating, and so on.
Hope that helps.