It's on their website.
http://jakarta.apache.org/tomcat/tomcat-3.2-doc/uguide/tomcat_ug.html Unzip tomcat into a directory.
Add TOMCAT_HOME to your environment variables (doesn't matter between system or user), pointing it to the installation directory
Add JAVA_HOME to your environment variables (also doesn't matter), pointing to your JDK
And you're off to the races.
There are similar documents for Tomcat 3.3.x and the Tomcat 4.x document you would want to read is the RUNNING.txt file.