If you wish to come to the UK to start a business then you will need to apply for a visa under the Points Based System known as a Tier 1 (Entrepreneur) Visa.
This visa allows people to come to the UK to either set up their own business or invest in an existing business. A business can be a partnership, a registered company or even as a sole trader.
First time applicants must obtain all of the required 95 points. This can be achieved by showing they have access to the requisite funds (25 points), that the money is held in a regulated financial institution (25 points) and that the money is disposable in the UK (25 points) as well as meeting the English language requirements (10 points) and having the necessary amount of maintenance (10 points).