Documentation and install instructions are plentiful on the FreeRADIUS web site. If you have installed software on any Unix, Linux, or Unix-like OS you should be familiar with the process. Tar files are provided for compilation, and the Suse project offers several package files if you prefer binaries. There is even a Win32 binary package, although the one I found required Cygwin.
Now if you haven't installed, compiled, and configured applications on Unix platforms before, this may not be the easiest program for you to start off with. Explaining compilation options and precompilation dependencies is definitely beyond the scope of this review! Also, if you have never set up an access server or NAS device, and never used RADIUS before, this isn't going to be the easiest thing in the world for you to figure out.