Assuming you're running on Windows, you'll want to install a WAMP server. I've had success running C5 on both Windows 7 and 10. WAMP includes MySQL, so it's all-inclusive for you'll need to run C5 locally.

I highly recommend Bitnami WAMP stack. Download it here:http://bitnami.com/stack/wamp

Once installed, you'll need to launch PHPmyAdmin and create a database and set up a new user with full permissions.

Unpack C5 within the directory where Bitnami WAMP is installed. In my case, the path looks like this: C:Bitnami \ wampstack \ apache2 \ htdocs \ concrete5

Thanks for the response
Yes I have a windows environment (7 & 10) and have decided to load up XAMPP.
I have an old XP server that has XAMPP on it - but is old, so I'm familiar with this.
I'm playing around so its early days.

I use XAMPP on Windows. Works fine.
Just be careful of database case sensitivity. From memory, my.ini lower_case_table_names = 2

@Gondwana is right and luckily the Concrete5 install will warn you about that if needed and will also explain what to do about it