I have the design in figma, i want to build a wordpress website on these design. can anybody suggest me how can i proceed.
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First of all there is no easy way to convert a design from figma to a wordpress theme.
After the documentation/ blog you can not export your design as HTML, which means you have to build the basic HTML structur by your self. The only thing what you can export are the styles (css rules) and the pictures.
Once you have built the HTML document, you must "convert" it into a Wordpress theme. And that means you have to "cut" parts out of your HTML document and put them in Wordpress Theme file structur.
A good entry point of "how you build a WordPress theme" is the Theme Handbook on wordpress.org.