This belongs in the Web Programming forum.
If you're using a 3rd party hosting provider, usually they will provide an easy way to install stuff like that. The company I work for (not advertising here, just an example) uses Installatron, and I know hosting cPanel has a way to easily install these things too.
If you're hosting your own site, or your hosting provider doesn't give you a way to do this, I know phpBB just requires a bundle of files to be put in a directory, then you have to go to a config page and it creates all the databases and such. I've never installed a shopping cart so I don't know how to do that manually.
-Robbert
