This step is a test of whether you have done previous steps correctly. So cross your fingers and cross your toes, hope for the best and just do it …

Run the /wp-admin/install.php file from the browser, ie. open up your favourite browser and type in the address as http://www.domainname.com/wp-admin/install.php.

If you have done the previous steps correctly, it should bring you to a 2 step registration window, otherwise you will get an error.

Some resources you can go to for help if you get an error:
1.  WordPress Documentation
2.  WordPress Support Forums

If you do get to the 2 step registration window, congratulations, you have installed WordPress successfully and you are ready to rock, just one more simple registration step to go.

Next … complete the 2 step registration process.