Here you can find manual guide if for some reason (some hosting companies don’t provide one-click-install for WordPress) you don’t have the option to install WordPress automatically.
Expert Tip!– if they don’t have 1-click-installation, maybe you’re dealing with a unprofessional host

1. Download WordPress http://wordpress.org/download and save it to your local drive on your computer
2. Create a new folder on your desktop or somewhere on your computer and unzip WordPress in that folder.
3. Find the file named wp-config-sample.php and change the name of it to wp-config.php. You can do this by right clicking the file and selecting the option “rename”.
4. Open the wp-config.php (with Notepad or Dreamweaver) and fill in the following lines:

define(‘DB_NAME’, ‘database_name_here’); – Database name (if you don’t know it, ask this from your hosting support)
define(‘DB_USER’, ‘username_here’); – Your hosting username
define(‘DB_PASSWORD’, ‘password_here’); – Your hosting password
Once you’ve filled in all the areas noted in the above example, save the file.

5. Now log into your hosting FTP (download FileZilla for that). The FTP address is usually ftp.yourdomain.com, username and password are the same that you used to register to your host.
6. If there is any file named “index” – delete it. After that upload all the files from your WordPress folder to your FTP server. I believe you can use “drag n drop” function in FileZilla.
7. Once you have completed the previous steps, go the URL: yourdomain.com/wp-admin/install.php