I would assume that you are going to use the self hosted version of WordPress. To install WordPress, you have to download the package and then upload to the directory on your web server. And from there on, you need to follow some instructions. This page on the codex is a good example.
http://codex.wordpress.org/Installing_WordPress
For forums, you would need to decide which forum software you want to use, paid or free, and then we could proceed from there.