Your host should have an automatic script installer. Look for that and select mybb and let it automatically upload and install it for you under /forum.
there should be a guide on how to install in the readme file within the download and there should be a guide on mybb's website.
Guess you will have to upload and install MyBB manually. I do recommend you to learn how to upload and install freewares by yourself though, since you may end up installing a lot of scripts unrelated tot his one for your site someday.