The last step for now is to install the Azure Pack. I could not locate any offline installer, so you have to have an Internet access on the machine to install with Web Platform Installer.
I will use the express setup. If you want to built an distributed infrastructure, you need 7+ servers.
Installing Windows Azure Pack
The list of components that will be installed with WAP:
Prerequisites:
The initial configuration:
And finally, welcome to Service Management Portal:
Good luck.