What are the steps of Hartree-Fock Theory?
Yeah, I think it asks you to write the energy as expectation value, vary one orbital and get the Roothan equation. 
The Hartree Fock model is the extension of the Hartree model where the wavefunction was schematized by the following guess:
\begin{equation}
\psi=\phi_{a}(1)\phi_{b}(2)...\phi_{n}(n)
\end{equation}
If you work out the equations, you'll see the equations look a lot like the HF ones, but you'll miss the exchange term. This is because the wavefunction is not in the correct fashion to describe a fermionic system not made by infinitely distanced parts. 
So you need to plug in the antisymmetric form of the wavefunctions (Slater determinants are a basis in the space of antisymmetric functions). Also, the HF approximation requires you to just approximate the wavefunction with just one determinant, just one piece of the expansion. This is clearly a simplification but it can be correct enough if there is a significative HOMO-LUMO gap and the system is closed shell.
So the HF model gets some correlation (known as fermi hole) meaning that electrons having same spin do avoid each other (you enforced it using antisymmetric wavefunctions) but the electrons don't avoid themselves respecting the Coulomb repulsion (two electrons cannot be in the same place even if they have not the same spin) this is a first piece of correlation you lose, the other being the fact you simply are using one determinant. Unfortunately correlation is described as everything going beyond HF because of Quantum information theory, so you have to be careful when you talk of correlation of HF. As it regards DFT, you'll plug in it functionals, so you may include functionals in it that allow you to recover some more correlation, but remember that DFT functionals are, most of the time, semiempirical.