Download the Arduino IDE from www.arduino.cc (the current version is 1.0.6).

Unzip and run it.

Go to the File menu and click on New. A new window with an empty sketch (that is, an Arduino program) will be created.

Fill it with the following code:

void setup() {
  Serial.begin(9600);
}

void loop() {
  int analogIn = analogRead(A0);
  float value = analogIn / 1023.0;
  Serial.println(value);
}

This code consists of two functions, setup() and loop(). Both functions are required to be defined in any Arduino sketch. The setup() function is called once when the board is started (or restarted). After that, the loop() function is called repeatedly until the board is powered off...