We'll need to know a bit about your server: operating system? ... is it your machine, or are you using a webhost?
If it's your own Linux box, you can go into your moodle directory, like so:
cd /var/www/html/moodle
Then see how rights are set up, like so:
ls -l
You'll get a listing of files and directories; their names are on the right.
See if config.php is there. If not, you can just open config-dist.php with a text editor like gedit, read through it and put your settings in, and save it as config.php Then change ownership to apache, so:
chown apache:apache ./config.php
and change permissions, so:
chmod 0751 ./config.php
If this helped, you may have other owner/permission issues. Check the moodle.org site - I think they've got a good wiki that details linux installations of moodle.
Good luck!