Drupal, is one of the choices you may take among the other CMS. And as I said earlier, there are three things that you need to setup a Drupal powered website - a webserver, PHP and a database. If these are available, you can install a Drupal instance.
Before I go into a bit of details on how you can install Drupal, let us look at what phases a software undergoes before being actually used by the users.
In simple terms, software needs to be developed, tested and then deployed into production. This is generally how it happens in full blown software development scenarios. Do we need all of this for setting up Drupal? In my opinion, you need at least two instances of your website. One that is actually visible and sits in a public URL. Another one where you can develop and test the website.
Hosting costs have come down these days, but yet it might not seem prudent to go setting up your test instance on a server. You can setup a local instance quite easily for Drupal. For setting up a local instance, I usually use the XAMPP package that gives me the full stack of webserver (Apache), MySQL and PHP. (You can get XAMPP from the Apache Friends website).
The installation is quite simple in the present version of Drupal 5. (It is said that it would be more simpler with the Drupal 6 release). I will be explaining how it is done for MySQL as the database.
Always have a process in place where you can develop and test your site separately and move the files and database to 'production' or live environment. And before making any new changes to your website, take full backups. It is much easier to restore your website from backups if the changes you put in go wrong. Of course, this is not a problem during installation.
Please use the comment section if you have any doubts or if you need more details.
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