I've only done a few,
most are still "in progress" some people use their own programs and already pre-given free programs like microsoft paint etc.
After a couple of recommendations i bought comic book creator:
CBC
The best advice i can give in this stage is to have a basic plot for your story line, and visit forums like this place for advice when you get stuck, above all else your not alone in making a diorama and theres always people who can help here.
Comic book creator gives you the basic word balloons, you can get some from basic photo packages anyways, but theres other advantages to having the program.
Not everyone likes this method though, some get their own word balloons online and use other alternative programs.
If you have any more questions please post them back here, I'm sure others have some thoughts and advice.
Best of luck to creating your dio and welcome to JD