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This link will take you to the download page for Apache HTTP server. Make sure to download the MSI installer, because it's easier to install. Overall, it's easier to set up Mediawiki on Windows, because it's mostly all MSI installers right up to setting up MW itself, which is done via your browser.

thanks I'll see if it works

It can take a lot, or a little explaining. To begin with, you need HTTP server software (Apache, IIS, etc), PHP software, and SQL software (MySQL, PostgreSQL). Also, at least an understanding of the PHP programming language is good. Installing the software all depends on your OS (Windows, Unix, Linux, etc). We'd need to know that before explaining further.

I have Windows Vista

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Cause I dunno how it works,(obviously) 

Do you mean you're having trouble with selecting a subject for the wiki or getting it up and running? Your post isn't really descriptive.

This.

If you are going to make a wiki, use Mediawiki software. In terms of what to do the subject on, do it on a Nintendo series you like not covered by the NIWA (if you are doing it for that). Starfox, Fire Emblem, and some others are in the works.

Can you explain how Media Wiki software works?

I'm having trouble creating a indepent wiki. Any ideas? 

DJ