What's New (SQL Server 2008 R2) - http://msdn.microsoft.com/en-us/library/bb500435%28v=sql.105%29.aspx
As for how you install it, buy a licence, get the DVD or iso, run the installer. Same way you'd install SQL 2008.
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability