Purchase whatever version of windows you would like to install
Choose which method you would like to use for windows
-boot camp to run each OS seperately
-parallels to run each OS concurrently
Follow the instructions for each method to install the windows OS
There are two ways of doing it,
One is using a program built into your mac, called "Boot Camp"
Detailed information is here
The other is using a program called "Parallels", which you will have to buy
Detailed info is here
Boot Camp requires a reboot to switch from OSX to Windows, where as Parallels will run both operating systems simultaneously. Parallels will consume more processing power.