Installing Stata is fairly straight forward. For the most part, accepting the default settings if fine, but you may wish to change the default directory that Stata uses when it opens.
Once you have installed Stata, you should update Stata. You can do this by typing
in the Stata command window (your computer must be connected to the internet for this to work). Follow the directions that appear. If you cannot connect to the internet, please see Keeping Stata up-to-date for information about how to update Stata.