Download the latest Neo4j Server installation file from Neo4j website: http://www.neo4j.org/download
Click on highlighted button to download exe file into your disk space.
Double click on this exe file to install Neo4j Server
Click on Next button and accept Agreement.
Once installation is done successfully, please start Neo4j Server
Click on "Neo4j Community" as shown below
Windows "Star" button >> "All Programs" >> "Neo4j Community" >> "Neo4j Community"
By default, it selects c:\Users\[username]\Documents\Neo4j\default.graphdb. If you want you can change your path to different directory.
Click on "Start" button.
Once the server is started, we can observe many files are generated at specified directory
Access Neo4j by using http://localhost:7474/