Ckeditor consists of two parts: the drupal module and the javascript library.

The drupal module: ckeditor. Install the module as usual.

The javascript library: by default the version provides by ckeditor.com is used and you do not need to install the library. However, to install the library in your site, you can download it from the ckeditor page (choose the full version, for example ckeditor_4.5.6_full.zip). Make sure the folder sites/all/libraries exists. Unpack the zip file in sites/all/libraries and go to admin -> configuration -> ckeditor -> global settings edit . Here change the "Path to CKEditor" into %l/ckeditor (meaning: the file "ckeditor.js" is located in the folder: sites/all/libraries/ckeditor). Problems: make sure sites/all/libraries/ckeditor/ckeditor.js exists.

Color icons: you need a local installed javascript library (see above). Install ckeditor skin from ckeditor_skin, and activate desired skin in admin -> configuration -> ckeditor -> ckeditor global profile edit -> editor appearance -> skin .