Well, there are many forum scripts out there. Some good free ones are phpBB or SMF. Both of these come with documentation of step-by-step instructions. Installing a forum is easy though, if you are hosting it off your computer (using WAMP or XAMPP for windows) then you will just put the forum files in the htdocs directory and make a new MySQL database and then edit the config.php file in the forums files and change the user, pass, db name, and dbhost to your MySQL information. Then just run the install.php file to install phpBB, it is very simple and they try and make it as fast and easy as possible. If you want to see someone do it, then just goto Google or YouTube and search it. It's not hard to find.