I am going to wire a new room in a basement. There will be a
dedicated circuit for it. I want to have a switch to control wall
lighting but not control the wall outlets. Do I have to split the
circuit before the switch to do this or is there another easy way?

That really is so basic you probably are not the person who should be doing
this. Get a pro or find a friend with some wiring experience to help you.
At the very least get a good DIY wiring book, study it, and then leave
everything open with switches and receptacles hanging out (unpowered) and
let someone knowledgable look it over before you push them into the boxes.
Surely you will know someone with at least a little know-how.

If you are actually going to add a breaker to the panel yourself be aware
that if you open it parts of it will still be hot even with the main
breaker turned off. This is really not for you.