To set up a business in the UK you need a Tier 1 (Entrepreneur) Visa.
You will need to satisfy specific criteria in relations to funds and a business plan. If the visa is granted it gives you the right to remain in the UK for three years. It may eventually allow you to settle permanently in the UK. This is known as Indefinite Leave to Remain.
Applications for Tier 1 Visas are considered according to the UK’s Points-Based Immigration System.
Points are awarded on the basis of your educational qualifications, your future expected earnings, the type of sponsorship you require, your English language skills and the amount of money you have to support yourself in the UK.
It is very important to carefully consider these points before making a visa application.