Download Latest wordpress install from: here
Upload the downloaded installation files to FTP
Note: if you want to install on www.domainname.com ie.. the root , then upload contents of the installation folder (wordpress) to the root location, else if you want as www.domainname.com/blog ,then upload the installation files to the blog folder.
Create a Database user, Database
Run the installation from your browser navigating to : www.domainname.com/blog/wp-admin/index.php