To install the Sitecore Experience Platform you need the Sitecore Installation framework first.
As described in a previous blogpost you can use a PowerShell script to install Sitecore on your machine using the Sitecore Install Framework
The Sitecore Install Framework (SIF) uses configuration files to install Sitecore and configure the whole environment
Our Installing Sitecore 9 series of posts will help you understand the overall architecture of Sitecore and how to install Sitecore.
Before you are planning to install Sitecore you need to make sure that your environment meets all the prerequisites.
Okay now that we took care of the prerequisites, it is finally time to install Sitecore.