There are companies that host these kind of events but if you want to do it yourself, you need to arrange with one of the guests to be the "victim" and one to be the "killer" You would probably be the MC who would guide the guests to find the clues.
You can of course create your own characters, however, it is probably easier to buy a set of murder mystery ideas and props as well as invites that you can send out to guests including who they should play and what their role in the party is.
The easiest way to is buy or download a kit that supplies the storyline for the mystery. The kits are great because they usually go as far as suggesting costumes and food to serve. They often include invitations, too. Look for a 1930s themed mystery in honor of your birthday and have fun with it!