An important part of learning about Oracle is reading the documentation and working through the issues encountered during installation and configuration. The first thing you should do is review Oracle's Certification Matrix to ensure that the release of Oracle you wish to install is supported and certified for your operating system. In this case, Oracle 9i release 2 is certified for Windows 2000.
Second, download Oracle from Oracle's Technology Network. Be sure you choose the appropriate Oracle software for Windows 2000. Follow the directions on the download page on how to compare the file sizes after downloading and how to unzip the files.
Finally, I would recommend reading the following documentation:
You can find the entire set of Oracle9i documentation here.
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