Check out these WordPress Tutorials for Beginners. There is a whole series of these over at Learn WordPress 3. In this video, How to install WordPress you will see how simple it is to install WordPress blogs on your server using ftp. Many hosts offer Fantastico as well, but as you can see, it is even simple without. Using the WordPress built-in installation tools are very user friendly. While there are advanced options available, this video is a getting started level video.
For a more detailed and comprehensive set of training, be sure to check out Learn WordPress 3.