I'm a little confused. You do, or you don't, wish to make a free-standing loaf?
If you're wishing to make a sandwich-bread type loaf, that you will need an appropriate pan. They come in several sizes, with 3 x 5 x 9 inches being typical. Once you make the dough it is shaped properly and put in the pan to bake.
On the other hand, free-standing (what, today, are often called "artisan") loaves are more difficult to make, but the end results can be worth the effort.
Either way, I suggest you pick up a bread-baking book, so that you familiarize yourself with the basics. We can then help with any specific questions you might have.
One thing to keep in mind: Unless the recipe you are using specifies otherwise, when kneading by machine you want to use half the recommended time as a rule of thumb. That is, if the recipe says "knead 10 minutes," you want to go only five minutes with the machine, and then see what the dough is like.
BTW, in that regard, bread making really is a tactile thing. I really recommend that you make your first few loaves, at least, by hand, so as to develop a feel for what dough is supposed to be like, how it behaves, etc.