WordPress.com antispam help?

I registered with WordPress.com, got myself a blog & received an email message. I noticed that at the bottom of the email message there is the following:

"Your WordPress.com API key allows you to use services like Akismet @ http://akismet.com/"

I know that this plugin prevents spam, that’s why I need it obviously 🙂

So I downloaded the plugin but don’t know where to go to the plugins section as mentioned on their website http://akismet.com/download/
"Steps to install" section.

"Upload the plugin file to your WordPress plugins directory inside of wp-content." Where do I find my plugins directory on my blog? Please be specific.

One more thing, do I need to install WordPress from this website
http://wordpress.org/download/ or is it optional? What is it and what does it do?

Do I need to mention to be specific again? Hopefully not. 🙂

Thanks in advance!