WordPress.com is just a blogging service, so in this instance, we don't play any role.
What you'll want to do is install WordPress.org from http://wordpress.org/
To clear up any confusion, WordPress.com and WordPress.org are two different entities: http://support.wordpress.com/com-vs-org/
WordPress.org has complete documentation and support sites for self-hosted/installed versions of WordPress.org at http://codex.wordpress.org/ and http://wordpress.org/support/