Dear Georgio,
Here is what I have implemented to install Moodle in my OVH domain.
As I have a Joomla web site in my main domain,
- I declared a sub domain (ex.: moodle.mydomain.com) ;
- I created table for Moodle in the Mysql database (important to do it or you will get an error) ;
- I uploaded moodle into my 'www' folder --> www/moodle (as declared at step 1) ;
- I ran the installation script.
Do not hesitate to ask if you want more detail.