First, you should install WordPress on your server if you don't have a working version already installed.

Installation steps:

• Download the latest release of WordPress. http://wordpress.org/download/
• Unzip the downloaded file to a folder on your hard drive.
• Upload the the unzipped files to a folder on your server, using FTP. (example: http://yourserver/wordpress)
• Type this folder path to your browser's address bar.
• Follow the instructions until the installation is complete.

Further instructions can be found here: http://codex.wordpress.org/Installing_WordPress.

Before installing WordPress ensure that you and your web host have the minimum requirements to run WordPress. http://wordpress.org/about/requirements/