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Installing Linux would depend on which distribution (distro) you want to install. Once you pick one you can go to that distro's site to download it and get instructions on installing it.
From my experience learning to handle installations with a raft of different distributions, it is a good idea, at first, to use one that comes out on a single disk, that is very simple to install, that installs very quickly, that enables you to pop software on afterwards and thus make it easy for yourself to repeat the installation several times over without getting discouraged. In this way one learns by doing - the only way to really learn. The best one I've struck so far is easily PCLinuxOS - one desktop (KDE) only and one good e-mail package (Thunderbird) only. After learning to do the installation it is easy enough to pop software on afterwards. I now use PCLinuxOS as my main distribution anyway but it is delightful to install - the disk is live and you can use PCLinuxOS while you install it so no time is wasted!
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