How to set up a site

Hello everyone!!!  Could someone please guide a newbie on where to find lessons (how to install Denver, how to set up a site on Denver, and where to get this site)? Please don't be too harsh. I'm really clueless about this. I watched a tutorial on how to set up a blog, but I still didn't understand anything; maybe I'm just slow (but the author speaks so quickly and the screen is hard to see, so I didn't get it).

Thank you!!!