Sitecore 9's installation is little different than Sitecore 8, it is recommended to use Sitecore Installation Framework, which you'll install the solution with Powershell. There are lots sites, videos are described how to setup Sitecore 9 already. This blog will be quick version or notes or how to setup Sitecore9. If you want to watch short Youtube video, I recommended watching Install Sitecore 9. The total is about 15 minutes, it starts from setup IIS, SQL Server 2016 SP1, SQL Server Data Tools 2015, Solr 6.6.2 and use Sitecore Installation Framework. I wish I could watch this video before I start to Install Sitecore 9 because I had made few common mistakes.
Now, following section will focus on How to set up the local development environment for Sitecore 9.