it is not a windows program. you do not install it on your computer.
you have to have a domain name and a hosting account. once you have that, you will need a ftp program that allows you to upload/download files from your computer to the hosting account.
you download phpbb from here. you unzip it on your computer then you use the ftp program to connect to your hosting account and upload all the phpbb files/folders to your hosting space. then you access yourdomain.com/yourphpbbfolder/install
then fill in the blanks and click the buttons until it is finished.
reading this will help: https://www.phpbb.com/support/docs/en/3 ... uickstart/