Next to every TNG download link are instructions that say something equivalent to: "Zip format. Extract on your computer, then open "readme.html" in a web browser for installation instructions (English)"
The readme.html file provides details installation instructions, in a step-by step procedure.
You can View a copy of the Installation Instructions. This copy lets you review all of the installation instructions, and switch between the Express and Regular version, but its scripts are disabled, so you cannot actually install TNG with it.
Note that at least one hosting provider that is used for a number of TNG sites - Simply Hosting - offers TNG hosting as a specific hosting package, and will set up your database and install TNG for you. If you use such a service, you don't really need the step-by-step Installation Instructions, but, still, it should be helpful for you review them for understand.