Writing short stories can be a springboard to a successful career as a writer, but the first step to that career is selling the short stories you write. There are many online resources and support groups for short story writers, such as writer's forums and workshops that will help you improve your craft and get you ready for the long and sometimes brutal submission process. The market for short stories, such as magazines and literary journals, is separated into non-fiction and fiction, each with its own audience. You can take the traditional path and sell to buying markets or bypass that route and sell your short stories yourself.
Organise your short stories into two categories -- non-fiction and fiction. Most short story markets buy either fiction or non-fiction, but not both; and submitting your story to a market that doesn't apply to your story is grounds for automatic rejection.
Send a query letter to an agent. Although an agent isn't necessary to get published in short story markets, it will make the process much easier. You can research agents online and through books that list major publishers and agents, such as Writer's Market. Pay attention to each agent's requirements for a query letter and what kind of work they represent. Many agents will not represent short story authors, and others have specific guidelines, such as only accepting queries for fiction, non-fiction, adult or young adult short stories.
Research short story magazines, anthologies and literary journals. You can find the majority of short story magazine information online, such as submission guidelines and forms. Some magazines will state whether they accept electronic submissions or whether to send your submission through regular mail. Some magazines only accept submissions during certain parts of the year -- if you submit your short story during a time that it is not accepted, it will not be read. Also examine the guidelines of each magazine, anthology and journal for its pay rate, or whether it pays at all.
Combine your short stories into an ebook. Ebooks are electronic books that you can deliver electronically, such as through a PDF file. You can create and market a website that features your short story ebooks, or sell them through various auction sites. You'll have to spend a lot of time marketing your ebook before you see any sales, because no one will know your name or if your writing is worth reading. Spend time in writer's forums making friends and asking people to visit your site, or give free copies away to some people to get the word out.