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I recently bought the new Astra Militarum Starter set-- The one with the commissar, 10 guardsmen, heavy weapon, and leman russ.
What would be the best load out for the entire set? and how should I build the future army of my Guardsmen?

https://www.youtube.com/channel/UCItUjGqA1uKs0l80L-VaAjQ
This guy helped me start playing guard a while ago.
to shorten extremely what he says in his videos, take lots of infantry.
remember, you can take a Special weapon team with three sniper rifles for 36 points!
Not sure what the best loadout for them is, but i would magnetize the leman russ so you can use different variants.

in addition to this, you can watch battle reports on youtube for guard to get an idea of what works and what doesn't.
hope this helps!

As already said, magnetize the Russ, that way you can play it however you want later on rather than be locked down with a single setup. It shouldn't be too difficult to find a guide on how to do it.

With the other units you have on hand, the guardsmen squad you get comes with grenade launchers and flamers. How you build would probably depend on if you want to just use the small formation to fluff out an existing army as a small ally, or build into a guard army from here. Base infantry squads only get 1 special weapon per squad: grenade launchers can be versatile and cheap, but can get overshadowed by plasma and melta (which, alas, you need the command squad box to get your hands on). Flamers on the other hand can act as a bit of a deterrent against assaults, but it is short ranged so your options for firing it can be limited.

If you plan to build out from here, I'd suggest doing 1 flamer and 1 grenade launcher from the kit, as well as a vox box for when you get a command squad down the line - guardsmen love their orders and voxes help make sure they pull them off. This way when you throw the heavy weapon in the unit, you can just swap out which special you are using depending on what you want out of the list.

Heavy weapons: Autocannons are the most versatile, with their decent rate of fire and their fairly high strength they can be a threat to both infantry and light vehicles. Lascannons can be dangerous, when they hit, but at ballistic skill 3 and getting 1 shot per turn, you are going to basically be spending half your rounds standing there twiddling your thumbs. Missile launchers have the same issue as lascannons, though they have the option to fire a blast instead of a single heavy shot. Heavy bolter can become a bit redundant in your army once you build up - most guard vehicles have a heavy bolter hooked onto it. I guess if all you fight are swarms it could shine though?

Down the line, you will want to look for special weapons, they are in the command squad box, one of each special weapon. That and more bodies - 10 guardsmen is basically nothing, but a hundred of them can pack a punch. Also decide on your focus: Tanks/vehicles, infantry blobs, mechanized vets, etc. If you try to build for all of these possibilities at once, you will sink a pile of money down and have a lot of work ahead of you. Also also note: if you like some of the older guard regiments, GW still sells them from their website, and there are many 3rd party places that you can get say alternate heads or the like for your Cadians. This last bit is more aesthetic, but you have to like what your army looks like at the end of the day.