How to Start an Advertising Agency

I want to start a Advertising agency. I already have many of the requirements like a video and image editor (my friend), highly skilled software and electronic engineers (my brother), and an accounts and admin person (Myself). However, I am confused at whether I should start by getting clients or if first I need create the infrastructure?

Advertising agencies promote a client's products/brand... so you're your first client. You've mentioned some of the skills and resources you have at your disposal but they don't seem to include the advertising/marketing/branding creative skills which are crucial for a business like this. This is like a question someone posed recently about wanting to start a web design business, but they weren't a web designer. When you pitch up to a client you have to have someone that can understand the brief and create something that will elevate the product to new heights. You've got to do the same with your brand and product offering.

Infrastructure is pointless without the clients (revenue)... all startups need to start generating cash as quickly as possible. Burning cash by lavishing it on infrastructure in the hope that you'll get clients later is not a good idea. Secure the clients and have a way of getting just enough infrastructure you need to be able to service the client to their satisfaction. As you build up a client base, you'll be able to afford more efficient infrastructure. As you gain experience you'll probably find that the infrastructure you were thinking of putting in place in the first place isn't quite right anyway.