This presumes were running windows 2008 x64 and exchange 2007 sp1 and we want to get all 4 roles installed onto the Windows 2008 server but you have NO CLUE where to start. While it may be scary doing this from the command line, you'll see that things are not as scary as you may think.
Ideally you are NOT going to be installing on a domain controller if you can possibly help it!
I'm not going to cover configuring exchange 2007, merely how to install it and required prerequisites onto Windows 2008.
In a nutshell, we would want to install all roles on one machine, a typical small business scenario.
I also presume that you may be running rpc over HTTP. If not, then ignore the last pre-requisite install below.
Once your Win2k8 box is built, and joined to the domain, open up a CMD promt (Start, Run, CMD, Enter)
and run the following commands in sequence, rebooting where necessary:
ServerManagerCmd -i RSAT-ADDS
[Reboot after this step]
ServerManagerCmd -i PowerShell
ServerManagerCmd -i Web-Server
ServerManagerCmd -i Web-ISAPI-Ext
ServerManagerCmd -i Web-Metabase
ServerManagerCmd -i Web-Lgcy-Mgmt-Console
ServerManagerCmd -i Web-Basic-Auth
ServerManagerCmd -i Web-Digest-Auth
ServerManagerCmd -i Web-Windows-Auth
ServerManagerCmd -i Web-Dyn-Compression
ServerManagerCmd -i RPC-over-HTTP-proxy
[ignore if your not going to use]
This should look something like this:
When you're finished installing these, fire up the Exchange installer. You'll notice that the pre-req checks pass with flying colours with one exception, which is to be expected if this is your first Exchange server in the org. You may safely ignore this error and continue.
Don't reboot at this stage.
When you return to the installer, click on Step five to get critical updates. Follow the prompts to configure windows update for your machine. View the list of updates and install any which are listed as important
When everything's finished installing, go ahead and reboot.