Make sure you have Apache(or IIS) + MySql + PHP installed on your computer and you can successfully get a PHP welcome page in you browser.
Tips:If you have none of them, an integrated environment , XAMPP or PHPStudy or EasyPHP is recommended.
Go to the Wordpress Site http://wordpress.org/ to download the latest wordpress zip to your local ,and it's easy to install that.
Useful URL to help you start:
Go to http://wordpress.org/extend/themes/boilerplate to download the theme and now you can create your own wonderful theme based on it.
Tips: when you get stumbled, Google and http://codex.wordpress.org/ are recommended first
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You can try to implement some following modules for a whole site when you are ready.