The first step to installing TNG is to have access to a Web server where you will run TNG. In most cases, this means that you must purchase a Linux hosting account from one of many hosting providers. You can install TNG on your PC if you also install web hosting, PHP, and database software. Your own PC can be a great test environment, but other people on the Internet are not likely to be able to see your PC based installation.
Next, before you install the TNG 'software, you need make sure an empty MySQL database that is accessible from your server has been created. See the the Wiki article on Database - Creating for detailed instructions.
Once you have an appropriate server and a MySQL database data, you can download and install TNG.
On the TNG download page, you should see instructions that say something equivalent to: "Zip format. Extract on your computer, then open "readme.html" in a web browser for installation instructions (English)"
That readme.html file provides detailed step-by-step installation instructions. You can see a copy of the Installation Instructions. This copy lets you review all of the installation instructions, and switch between the Express and Regular versions, 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 understanding.