Desperate for HELP!

Searching for John Lake, his wife Lena Olson Lake and son Julius J. Lake (all born in Norway... Julius in 1862). I BELIEVE they arrived in America in 1865 and became citizens in 1870. I found Julius in Ramsey County, St. Paul, Minnesota through the 1900 Census and thus learned the names of his parents. I have reserached and have secured all information from that time forward to date BUT I am trying to trace back to see where John, Lena and Julius arrived, what ship they came on, where they lived in Norway and then backtrack for the rest of the family from there. I am lost on how to use this website to secure the above information. I WOULD BE GRATEFUL FOR ANY HELP! Thank you.