Are you trying to install WP on your mac? If so you have two choices
1) do a google search for installing MAMP on your mac and follow it up
2) Do a manually install and edit the OSX files you can run php and mysql and turn on websharing. (google all this it has all been written up)
If you are trying to install it on a host, you need to FTP the files to the root folder where your domain name points to.