LaTeX installation instructions for several platforms can be found in
the class notes on LaTeX, as well as in Appendix A
of George Grätzer's book
More Math Into LaTeX, which is also a good text to read when you delve deeper
into LaTeX.
A quick LaTeX tutorial can be found here,
and the quick start version
on the same site is an even faster, one-page introduction, and is required reading.
The LaTeX Wikibook is an authoritative
online reference to LaTeX.