Here I explain how can you set things up so you can start using php framework called CodeIgniter.
First off you need hosting or some web server that runs on your computer in local host. For an example you can use XAMPP.
Then you need access to your web root directory. You can use some kind of a ftp client. If you are using XAMPP then that directory is in folder called htdocs witch is in your xampp folder. I have also written small tutorial about mounting ftp to directory for linux. Alternative is some kind of a file manager in your web panel, where you usually have to copy files file-by-file, witch we don't want.
After you have access you have to download CodeIgniter and unpack it in your root directory or in subdir, doesn't really matter. You don't have to upload the user_guide folder, may save some time.
Now it's time to change some configuration. Set your base URL at application/config/config.php. You can change database settings from application/config/database.php.
You should continue with learning the model what CodeIgniter uses, Model-View-Controller(MVC).