My guide for Configuring DirectAccess with UAG Service Pack 1 has been released! Read it here
Installing UAG is really straight-forward. Just insert the disc or mount the ISO (I like using the free Elby Virtual CloneDrive
for that) and click the "Install Forefront UAG" link.
When you're done be sure to install the latest updates
In case you've never seen it here's a few shots of the installer. It takes quite a while to finish so you might want to do this over a sandwich.
Click through the welcome screen
Accept the license agreement
Set the installation location (default is good)
Wait for a couple minutes while it installs Roles and Features, Forefront Threat Managment Gateway and the Forefront Unified Access Gateway.
When it's done, reboot.
There are a few updates you can install now.
And that's it for installation. However, once it comes back up, don't bother opening the UAG Console just yet. You have some more prerequisites before getting into DirectAccess.