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To begin you’ll need to prep your environment. The steps can be found on MSDN.Microsoft.com in an article titled “Setting Up the Development Environment for SharePoint 2010 on Windows Vista, Windows 7, and Windows Server 2008;” see http://msdn.microsoft.com/en-us/library/ee554869.aspx. Now that you’ve prepped your environment, let’s get started with the actual install. These steps can be found in the same article under the section titled “Install SharePoint 2010.”
Prior to doing this, you’ll need to copy the SharePoint.exe install files to your computer. If you don’t have a license and/or the install files for SharePoint, you can go to TechNet and download the trial version.