It sounds like you want to put up an under construction page?
Creating an Under Construction Page
The steps to do this vary by which program you're using. If you can tell us which program you're using (such as WordPress or Joomla), we can try to give you specific instructions. We do have a general guide here on creating an under construction page:
Password protecting your public_html folder may be another option. This is easy to do, and would require someone to type in a username and password before they can see your site. When you're finished developing your site, you would then remove this password protection. We have a guide on how to do this as well: