Download Apache Axis2 and extract the downloaded zip file to a desired location.
Make two new environment variables. Set the first one's variable name as AXIS2_HOME and variable value as path to Axis2 home folder(in my case it is C:\Users\thilini\Desktop\axis2-1.5.4) and second one's variable name as JAVA_HOME and variabale value as path to Java home folder(in my case it is C:\Program Files\Java\jdk1.6.0_16).
Go to the bin folder inside Axis2 home folder and double click on axis2server.bat file to start Axis2 service.
Now it's time to test whether installation is successful or not. Just fire up a web browser and paste the following address in address bar http://localhost:8080/axis2/services/. If installation is successful it will list down a service called "Version".