You can download the WordPress package from http://wordpress.org/download/ and then unzip it. This can be done in two ways:
You can downoad the WordPress package from the URL: http://wordpress.org/download to your computer and then unzip the package. You can upload the contens to web server later using FTP( explained later).
If you are having shell access to the web server and if you are aware of using the shell/console tools, you can download wordpress using the wget command. Thus you can avoid FTP.
To downloadusing the command:
For unzipping the package, use the command:
tar -xzvf latest.tar.gz
This will extract the WordPress package into a folder called wordpress in the same folder you downloaded the latest.tar.gz.