First things first, make sure to request a database be setup on your account:
https://corp.westhost.com/mysqlrequest
Once you have that ready, then download the phpBB, unzip it, then upload it to your account. Run the install.php script, follow the directions, and you should be good to go. If you have problems with the install, phpbb.com has a very large support forum with a great community for helping out those who are having troubles.