1 - Create The Laravel Project
Using a command line, navigate to the location on your hard drive where you will create your new project. I'm using WAMP, so I'll create mine in c:/wamp/www. Once there, and assuming you have composer installed, type this command:
composer create-project laravel/laravel myforum
It's entirely your choice how you install your Laravel project, but I find composer very easy to use. Download composer.
This may take some time, but not too long. When finished, you will have a Laravel project structure that looks like this:

I'll not explain what everything is used for here, but if you want to find out more, read a brief overview of the Laravel project structure
That's it. That's all you have to do to create your new Laravel project. To start the web server, go into your project folder (in my case it's c:/wamp/www/myforum) and type:
php artisan serve
Then, visit http://localhost:8000/ in a browser. You should see the default Laravel welcome page.
ctrl + c will stop the server and return control to the command line.
At the moment, this is just the shell of a project, but we have the Laravel structure in place and there is a web server serving up pages. The next thing we need to do is create a database and store our database credentials in Laravel.