If you’ve just started building your Magento site from the scratch, we’d recommend following this guide to install the entire site comes with sample data.
Step 1: Download full package theme (zip file) and upload it to your website folder.
Step 2: Extract zip file in your web root folder, move all contents of theme folder to web root folder.
Step 3: Create a new and empty database, then finding sample-database.sql in theme package and import the sql file into your database which you have created.
Step 4: Access http://www.yourdomain.com/ and follow the instruction installation step by step of Magento to complete installation
Access this link: http://www.magentocommerce.com/wiki/1_-_installation_and_configuration/magento_installation_guide to get more information about Magento Installation
Step 5: After installation complete successfully, go to backend disable all Magento Cache at here and Reindex data at here