WordPress Codex is great resource for installing WordPress. Read their instructions carefully before beginning.
Installing WordPress Manually
If you don’t have the luxury of a one-click WordPress installation provided by your hosting company or whomever you hired to launch your website, you may to install it yourself. Here’s the basic instructions.
1. Upload the recent version of WordPress to your website folder via FTP.
2. Change wp-config-sample.php file name to wp-config.php, and update the database settings w/ your current server database settings. You may have to create a database and user if there is not one already created. Also, be sure to change the database prefix if installing more than one WordPress.
3. Navigate to [yoursite.com]/wp-admin/install.php and click on the click ons.
Welcome to WordPress!