The easiest way to get TFS is through msdn. If you have msdn, you can download a non-trial server.
Installation is very simple. If you do not have a SQL server, it will install sqlexpress. In addition, starting in 2010, it can be installed on a client computer that works fine until its a very large team (os iis client restrictions).
You should be able to next, following the path to the server.
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