The following illustrates the installation of Oracle 11g Release 2 database on Windows. Installation is quite straight forward.
Before installing the database you can optionally install grid infrastructure which offers some nice feature – for instance Oracle Restart and ASM. The install guide for grid infrastructure can be found here.
After installation succeeded you can continue to configure a Listener and create a database. Database creation steps are outlined here (the guide itself is for Linux but Windows steps do not differ).