http://www.microsoft.com/en-us/bi/powerpivot.aspx. In the link mentioned there are also of lot of demonstration videos regarding the use of PowerPivot.
In order to install PowerPivot, one needs to have the Excel 2010 Add On, in case one has Excel 2010 as part of Office 2010 that should be sufficient as well. Once PowerPivot is installed and one opens Excel 2010, there is a PowerPivot Option at the end. When PowerPivot Option is choosen, this needs to be done in order to work with PowerPivot, one can see the screen captured below.