the fastest way to get started is to use the automated install that your hosting service provides.
All hosts that offer cPanel Control Panels have an option to install applications.
You follow the install wizard questions adding your email, password and username and click install. All of the work will be done for you.
If you need help most hosting services have a support section that you can find from their main home page on how to use your hosting features and many of them provide videos that you can watch.
Once you have wordpress installed on your hosting account you will want to go to the admin dashboard > left menu TOOLS > Select Import
The import options will require that you install the wordpress import plugin
After it is installed you can import your XML File
I strongly suggest that if you have images in your posts that are not in a media gallery that you also install the plugin called
hotlinked image cacher
and it will go out to the interwebs and copy your images to your webserver.