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Installing WordPress on a VPS gives you full control of the server. If you prefer the fast path, cPanel hosting installs it in one click with Softaculous; if you want to do it yourself on a VPS, here are the steps.
1. Deploy the VPS
Order a VPS and choose an Ubuntu or Debian image. Once provisioned you get the IP and root access.
2. Connect over SSH
Access the server over SSH with the root user and the key you received. Update the system before you start.
3. Install the web stack
Install a web server (Nginx or Apache), PHP and MariaDB. Alternatively, install a free panel to manage it from a UI.
4. Create the database
Create a database and a user for WordPress and note the credentials.
5. Install WordPress
Download WordPress, place it in the site folder and complete the wizard with the database details.
6. Point the domain and enable SSL
Point your domain's A record to the VPS IP and issue a free SSL certificate (Let's Encrypt). Your WordPress is now reachable over HTTPS.
FAQ
Shared hosting with cPanel is simpler (one-click install). On a VPS you get full control and dedicated resources, in exchange for managing it yourself.