Your menstrual cycle begins when you ovulate, moves on to having a period, and then goes on to ovulate again, and then have another period, etc., from the time you begin to have periods at around age 11 or 12, to the time you stop at around age 51 or 52. The average cycle length, a "menstrual month," is often 28 days long from one ovulation to the next.
Ovulation starts the process. An egg gets ripe in your ovary, and pops out like a little explosion into your abdominal cavity.