In case it helps, when I connect to my server with an FTP program, there are a stack of folders on there. The one I have to put my forum (and other website pages) in is named ‘public_html’. Of course, I can create a folder within that, and transfer bbPress into it, as cldnails says.
I think the public folder on a server I used a couple of years ago was ‘_html’, not ‘public_html’. You just need to be sure you’re uploading to the right place, or you may not be able to run the installer from your browser.