This was quite simple. Download PostgreSQL from here and install. Note that the installation (the last 1%, of course!) really does take several minutes. Like, 10-15 minutes!
Once installed, use the Postgres3 application (similar to SQL Server Management Studio) to create your database, user, and user roles.
If you don’t have the pg gem installed (check using “gem list –local” from the console), run “gem install pg” (also from the console window.)
The documentation for pg can be found here.