This seems pretty confusing, but I assume this is what you need:
You need to make yourself a new database from whatever kind of a panel your host offers, then create an user and connect the user to the said database. Write down the username, password and the database name, you'll be needing it for WordPress. If your host uses a variable other than localhost for your database server, write that down, too.
Then download WordPress from here:
Unpack it to your computer and upload everything from the wordpress/ folder (you'll need FTP for this), as you typically won't be putting the WordPress files in a subfolder, which would require further configuration and complicate things for you.
Once done, go to yoursite.com and follow the instructions to create your own wp-config.php file, with database details from the first step. Follow the instructions, this shouldn't last more than 30 seconds.
If wo-config.php, however, cannot be created, you'll have to edit the wp-config-sample.php that is located in the folder you're uploading and rename it to wp-config.php
If this is too hard for you, you might need someone to help you out.