Many times I have to re-download stuff to install.  You have to Google the website, find the download page and then get the file.  WordPress is NO exception.

But they were smart and do things in a way that enables you to quickly find the latest version.

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The latest version of WordPress is always at  http://wordpress.org/latest.zip OR http://wordpress.org/latest.tar.gz either will work they’re just different formats.  I personally use the zip version as it’s less to type.

Now, for an added benefit, if you know how to SSH into your server, simply open a session and then goto the folder you want to install WordPress into.  It should be an empty folder type

wget http://wordpress.org/latest.zip
unzip latest.zip
mv wordpress/* .
rm wordpress
rm latest.zip

You may have to change the owner to the web service user or the account owner, check with your hosting provider for this information.  Create an empty database and then open your browser to the URL for the folder you have installed the files.  Wordpress will then guide you through a quick setup and away you go.

Granted this is a quick overview but if you do it once or twice you can go from 0 to blogging in about 10 minutes or less!