The modern way to install Drupal is via Composer. Run composer create-project drupal/recommended-project my-site to scaffold a new project with all dependencies.
Once the files are in place, you need a web server, PHP, and a supported database like MySQL, MariaDB, or PostgreSQL. Point your browser at the install directory and Drupal will walk you through a web based installer that sets up the database and creates your admin account.
Local development is easiest with tools like DDEV, Lando, or Docker, which handle the server stack for you. For a truly quick start, Drupal CMS offers a simpler install flow. Avoid the old habit of unzipping Drupal into a folder, it no longer matches modern workflows.