Start by training for pure strength. Pick solid lifts (squats, bench presses, overhead press, pull ups, lunges, deadlifts, etc.) and work from there. Do low reps with weight that is heavy but that you can do with proper form. Once you obtain a fair amount of strength (squatting 1.5 x your body mass) start adding in explosive exercises (power cleans, plyometrics, etc.) to work on power.
Don't train your martial art or sport in the weight room. Train to get strong in the weight room, and let your martial arts training be the place where you transfer that strength to the real world.
Find someone with the proper education and certification to help you do the lifts correctly.
