Installing WordPress on your own server manually is something that only experienced users can do. There are many steps involved in order to make it work between the WP script, the database and all the directories and files. Hopefully there is an installer available in most hosting accounts that can make your life easier.
It is called Softaculous.
Not only Softaculous can help you install WordPress in just a few clicks, but it can also install many more applications like forums, photo galleries, etc…
If you are looking into installing WordPress on your own server make sure that your hosting company provides Softaculous. It is often free or for a $2-3 monthly cost.