Before starting downloading any file, you will need to have (buy) a host where you will put the WordPress files. Once you have it and the MySQL database is installed there, you can start with the following step.
Download the WordPress Files
To download WordPress, you will need to go on WordPress.org.
Click on Download WordPress <version number>.
A new window appears. Once again click on Download WordPress <version number>.
See the Downloaded Files
Now you can go on your Download folder in your Finder if you are on Mac or in Microsoft Explorer if you are in Windows.
You will find a folder called ‘wordpress’ which contains 3 subfolders (wp-admin, wp-includes and wp-content) and several extra files.