There are 2 methods to install joomla, First is the easy and fast way suitable for the beginners via one-click installer such as the commonly used Fantastico, QuickInstall, InstallCentral, depending on which web hosting you are using.
The second one is for experienced web developers, you need to do it manually by creating the database, then uploading the zip file and doing some configuration, you will need software such as FTP to send and receive files via TCP/IP.