If you have the CD or the setup package, insert it in the CD/DVD-rom or start the installation. For Windows Vista and higher you need to run the setup as Administrator. You can do this right clicking the setup package. Once the setup has been launched, follow the instructions. For a server application, you will be asked about database, ports, users, etc. Configure these settings as needed and that's it. At the end of the installation, reboot the computer then you can manage it using its own interface.
