It's easy depending on the server.
If you are with a hosting company they pretty much all offer ready to install packages including wordpress.
Just look in your control panel for software, or perhaps something called Fantastico.
If it's your own Server then you'll need to download the latest wordpress and after unzipping it upload it to a folder on your server.
Just be sure to head over to Wordpress's homepage and get the install instructions, all you'll need is access to your SQL data bases via MySQL probably so that you can give the MYSQL pass and user to Wordpress then once it's all uploaded it will install it's self if you browse to the index.php i believe.
The only thing you need to make Wordpress work is an SQL database, the rest is just following the install instructions which are easy to find on the homesite.