Even with new strings, my guitar makes some sort of buzzing noise on higher strings. I was told it needs to be set up. What are the steps or where can I find a good guide to do this?
For your first guitar setup, I highly recommend you take it somewhere, have them do the work and ask questions about what they do and why, before trying it yourself.
Setup at your local music store can be as inexpensive as 30 USD or so, depending on the area in which you live. Seeing an actual luthier, one who's good, can run you as much as 120 USD for a full setup, and the difference in quality of work will be quite noticeable.
The buzzing you're describing is most likely from your action being set too low. Generally an action height of 1mm is a good starting point for a smooth, low, playable action. If things buzz there, raise it slowly until the buzzing stops. If it persists, or if your action gets too high before the buzzing stops then you may need new saddles, a new bridge, new nut, or possibly some re-fretting work. If this guitar was purchased from a music store and just pulled out of a box, then it only has factory setup (if that), and there's any number of issues that could have developed in the time between purchase and when you noticed the buzzing.
But yeah, definitely bring it in.
I have never heard the term 'tremolo' applied to higher pitched strings, but I will do my best to point you in the right direction when it comes to setups.
First of all, when setting up a guitar, set the action of the strings first. How you do this depends on your model of guitar, but there should be a screw or something else that adjusts the height. Remember, if it is a screw, turning to the right increases height. Adjust to desired height. If your preference is low, make sure there is no fret buzzing on any frets on any strings.
Next, you have to check the intonation. Tune up the guitar to perfect pitch (according to the tuner) and then, on each string, hit the 12th fret harmonic, listen, then play the 12th fret note. If there is any difference in the two, then your intonation is out, which will affect the ability to tune the guitar correctly, and mean the guitar will not be in tune with itself.
The G and B strings are usually the worst culprits when it comes to intonation, particularly in my experience.
If the fretted note is higher (sharper) than the harmonic, then the length of the string needs to be lengthened. If the harmonic note is sharper, then the length of the string needs to be shortened.
Again, adjusting intonation depends on your make of guitar, but their should be a screw or adjuster on the bridge. Adjust, and then check the harmonic and 12th fret notes again. Keep adjusting until they are exactly the same as each other.
The first time you have to setup your guitar, my suggestion would be to take it to a guitar luthier who will set the instrument up for you. If you ask him, he will talk you through what he is doing, so that you can do it yourself. He will fix any problems on the action, nut, neck, truss rod, and bridge piece that will be affecting how the instrument sounds/plays/tunes.
Full setups CAN be expensive, but nearly always a very good quality job is done, and is worth it, particularly if you are having problems with your guitar (it always sounds out of tune, even when in tune with a tuner etc). The first time you play your guitar in a perfectly re-setup condition you will know what I mean.
Hope this helps.