First you need the installer, download it from here.
Requirements:
Visual Studio 2010 or VS 2008 SP1
Step 1: Double click on the installer. It will take some time to extract. After that an window will open as follow.
Step 2: From this window click on the Installation menu (See Left). Now there will be appear some option under Installation. From right, click on the option New SQL Server stand-alone installation or add features to an existing installation.
Note: After Clicking on that a window may appear as bellow. Just click on the button Run Program of that.
Step 3: Now setup will take a moment to complete some operation. To continue there can not be any operation with status failed. If any operation fails then it will not be possible to continue installation. Click OK