Wow.. breeding Betta Splendens is one of the most costly breedings to setup for. You'll need at least 3 tanks just for doing the spawning.. many, many more tanks and 100s of large jars for raising the fry. Lots of shelving needed for this and a room heater to keep all the water at 78-80F 24/7.
Expect to spend at least $1,000-2,000 setting it up and you'll want a full room to devote to it, as well as at least 6-10 hours a day changing water. I'd definitely advise against it, it's a fast way to lose money even though they're such beautiful fish, the temptation to breed them is understandable.
http://www.flippersandfins.net/bettabreedingarticle.htm - this is just the basics on the cheapest and easiest part of breeding a pair.
For now, they should be put into seperate tanks while you check that article and make a list of what you'll need. It all needs to be setup before the pair spawns.