Your question lacks info, but I think you only need a guidance on how to start.
If you want do develop locally, you should install XAMPP, WAMPP or any other program that 'emulates' a server in your computer.
After you do that, you need to configure your database with PhpMyAdmin for example, to create the database, the user, and set a password.
With that done, you place the WordPress files in the specific folder and run something like 'localhost/projectname' in your browser.
There are a lot of tutorials on the web on how to do that, if you have no idea how to.
If you want to develop on a webserver, you will have to do the same thing, but if you have a CPanel, creating the database and the user will be easier for you, since you can use 'database wizard' on most CPanels.
Again, there is a lot of tutorials online on how to do that and even some CPanels have that tutorials.