There are a lot of threads on this already.
I'm presuming you want to build a site using PHP-Nuke.

First you need a domain and webhosting that have PHP and MySQL - I use www.godaddy.com all of thier hosting packages are able to run nuke.

You then need to download PHP-Nuke from www.phpnuke.org. In the Zip file will be a read me, follow that read me and it will explain everything you need to do to get set up.
If you have any problems please post back here.

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