Each domain package comes equipped with "cpanel", one of the industry's leading domain control panels. Aside from offering you all the administration capabilities that you need, it also offers a slew of very useful software packages that you can install by just clicking a few buttons.
To install Wordpress, simply enter your cpanel and find the Icon labeled "Fantastico Deluxe" - it's a blue smiley.
Once you click on that, you will be taken to the different software packages that are available and wordpress is one of the package you can select.
If you don't have anything else on the domain yet and want to use wordpress as the main platform for the site, simply chose the "/" in the field for the installation directory. If you already have a site in the root, enter your directory - for example "blog" will make the blog install into the following url:
www.yourdomain.com/blog.
Once the installation location is selected, you just have to enter a few usernames and passwords and the installation it underway. After a few short moments the installation will be done and you will be provided with the admin login for the blog and you can immediately start using it.