This page describes how to install Drupal with MySQL. If you use PostgreSQL it should be a bit easier, provided that you read MemberManual/Databases. I won't describe how to create the database, you'll have to learn it from MemberManual/Databases.
In addition this page assumes that:
You are going to install Drupal under a directory which we'll call $DRUPALROOT (this can be any directory under your home, of course)
You are going to use the database called $DBNAME (again, this is just a placeholder)
$USER is your UNIX username.