The basic process is you take a certification class with a reputable agency (several days to several months) and once you have a c-card you can dive anywhere. You will also need to complete at least 4 checkout dives - sometimes included in the price most times extra.
Most people buy their own gear over time instead of renting as you never know what you'll get renting. Plus you develop muscle memory when things are in the same place. Upwards of $1000 US$ for decent gear that will last you a long time with proper maintenance. Given your location look for Travel gear, it's smaller/lighter for plane travel but just as good.
PADI is one of the larger dive certification agencies worldwide. Here's their dive shop locator:
Dive Shop Locator | Find A Local Dive Shop or Resort | PADI
They don't seem to have any locations in your country but will in India or other nearby countries.
Many shops offer the PADI E-learning, you do the course work at home then dive sklls and checkout dives at the shop. Sometimes in as little aa 2-3 days for full certification.
There is also a thing called a Discover Dive that many shops offer - you spend the morning learning the basics then go on an ocean dive with the instructor. It does not apply towards certification but gives you a sense of wheter you want to continue. In our side of the world, well under $100 - everything included.
Your country is not known for excellent diving but there is some a short flight away. I agree with the above poster about Malaysia - there's some excellent diving there. Gogle Dive Resorts and the country you're interested in and d take a dive vacation at any of them.