Need some details:

What OS are you using on your own computer? Do you already use an Apache/PHP install of some sort?

If you’re going to put this on an existing website then you will need a subdomain like forum.---.com

To run the forums, you need to download the code, unzip to a folder that is mapped to a virtual host (the forums will not run in a sub-folder, they have to be at webroot). Set the file permissions to read/write for everything and then open your browser to the right place. The code all runs in-place and besides the file permissions, there’s no setup needed.