The easiest way is to log into your control panel, and go to Web Tools and select Elefante Free Scripts.
In the Elefante Installer tab, look for the discussion boards heading, where you will find smf. Click on the link, and then select the Install smf 1.1.3 link. Create a new database if required and fill in the details. The admin username and password is the admin name and password you will use to log in to your smf forum.
As for a CMS, it all depends on what you what you require from it. All I can do here is suggest you go to
http://www.opensourcecms.com and try out the various CMS's for yourself to get an idea of which would suit your purposes best.
Hope this helps.