Chuck,
You will want to download WDL from here:
http://www.weather-display.com/files.php
Unzip the file and at a minimum upload the following files to your website…
index.html
wdlv4_10.swf
wdlconfig.xml
If you plan on uploading regular WD created pages you may want to create a subdirectory on your webserver such as /WDL and place the files there…
That is the starting point.
You will also need to configure WD to create and upload a clientraw.txt file to the same location as noted in this FAQ…
http://discourse.weather-watch.com/t/10872
If this is the first time creating a website there will be some hurdles to overcome i am sure that with some patience you can get this going with help from the users of these forums…
It can also be a help to those trying to help you if you placed your website address, location and station type in your Forums profile for reference.
-Bob