To install Xampp you need to download the software first before installing you can download this from different download sites or from the xampp sites or you can google it as well and get the links to the sites that it can be downloaded from.
After downloading this particular xampp, then move to the location where you downloaded it into and double click to install like any other software, but soon you might have a little problem when the dos shows up for the installation to continue. This will extract and when the extraction line is filled it will show up a Dos window for the continuation of the installation.