the resizing/decapping die has a pin that pushes out primer during upstroke of press.
a good start for you would be to buy and read 'ABCs of Reloading'
THis is always my best advice, short of taking a NRA class, ABCs, is a great "reloading for newb's" book. I would have to watch the videos linked, but if the guy knows waht he is doing, sure, but I find having a ready ref source like ABCs very valuable to go back to as you will have many questions once you start.
Cost & need, always relates to speed & volumn. The more ammo you want to make quickly, the more it will cost you. You can get a very good setup for around $300 in a single stage, but it's slow, less than 100rds/hr. The next step up is a turret, a bit more, but your ammo count goes up to 150+/hr. Then a progressive. This is where many newbs get confused. IMO, there are only a few worth considering. Any Dillon, top notch gear. The Hornady LNL, very good, the RCBS too. I would not waste my money buying Lee progressive. If money is tight, buy the Lee Calsssi Cast Turret, a better machine by far than either progressive they make.
Most shooters/reloaders just don't NEED a progressive of any kind. If you shoot a lot of competition or train weekly, then a progressive is very nice as it does save you time. The LNL or Dillon 550B will easily run 450rds+/hr. The Dillon 650, 650rds/hr+. The 1050, crazy, like 1000rds/hr.