Wordpress has an excellent description of how to install it here
First, though, you have to a lampp server running (linux, apache, mysql, php, perl). Wordpress is designed to run on a website; you have to have webhosting capability. Without a server program (apache), a database program (mysql), php, and perl, it won't work.
If you just want to use it locally, you can install XAMPP
and use it for testing and experimentation; with a dynamic DNS service, such as no-ip
, you can point it to the public, but that is not recommended, certainly not without setting up xampp security (xampp installs with no passwords set). The XAMPP site has excellent installation instructions.
If you want to run a website with public access, it is best to acquire a hosting service (I use GoDaddy because people I trust recommended it).
I did self-host my website using xampp and no-ip.com for several years, but I was a small fry and had no information that anyone could possibly profit from. I am just another egomaniac who thinks the Big Wide World wants To Hear My Every Word.