In short: XPages is part of IBM Domino Designer. Extra setup or installation isn't required for XPages.
To create your first XPage you have to create a new NSF first. Open the IBM Domino Designer, and open the menu "File" -> "New" -> "Application".
In the popup Dialog make these settings:
Hello World NSF".
The new NSF is created.
Now right-click on section "[XPages]" in the application navigator and select "new XPage ...".
HelloWorld". This will create a file named "HelloWorld.xsp".
Double-click at your new HelloWorld XPage, which you can find under the "[XPages]" section.
Select the tab "Source" (which is located at the bottom of the editor), and add a simple textfield component to your page. This should be the result:
<?xml version="1.0" encoding="UTF-8"?> <xp:view xmlns:xp="http://www.ibm.com/xsp/core" pageTitle="Hello My World"> <xp:text id="simpleTextField" value="Hello World!!!!" /> </xp:view>
Save the page and build the project (right-click at your application "Hello World NSF" and select menu entry "build").
Now, open a browser like Internet Explorer, and navigate to the new XPage of your application's NSF. For example "http://mydominoserver.com/hello-world.nsf/HelloWorld.xsp" and you will see your Hello World text.