Too often we assume that some things are plainly obvious. However, for a brand new user to Drupal, knowing the best practices for Drupal site creation is a must.
This video tutorial will cover the basics of installing a new module in Drupal 7.
How to find and evaluate Drupal 7 Modules
How to install a Drupal 7 Module: Webform
More advanced module installation
Later down the road, as you gain more experience, Drush will make it even easier using the command line.