Tienes que seguir las instrucciones:
Estan en la carpeta "docs" que has descomprimido.
¿has cambiado los permisos de escritura de los directorios y del fichero config.php?
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Quick install
If you have basic knowledge of using FTP and are sure your hosting service or server will run phpBB3 you can use these steps to quickly get started. For a more detailed explanation you should skip this and go to section 2 below.
Decompress the phpBB3 archive to a local directory on your system.
Upload all the files contained in this archive (retaining the directory structure) to a web accessible directory on your server or hosting account.
Change the permissions on config.php to be writable by all (666 or -rw-rw-rw- within your FTP Client)
Change the permissions on the following directories to be writable by all (777 or -rwxrwxrwx within your FTP Client):
Store/, cache/, files/ and images/avatars/upload/.
Using your web browser visit the location you placed phpBB3 with the addition of install/index.php or pointing directly to install/, e.g.
www.mydomain.com/phpBB3/install/,
www.mydomain.com/forum/install/ etc.
Click the INSTALL tab, follow the steps and fill out all the requested information.
Change the permissions on config.php to be writable only by yourself (644 or -rw-r--r-- within your FTP Client)
PhpBB3 should now be available, please MAKE SURE you read at least Section 6 below for important, security related post-installation instructions.
If you experienced problems or do not know how to proceed with any of the steps above please read the rest of this document.