If you have a really good laptop which covers the lowest requirements from the Supported Platforms Matrices - Oracle Enterprise Performance Management System, you can follow the steps defined in the pdf: http://docs.oracle.com/cd/E40248_01/epm.1112/epm_hfm_rapid_deploy.pdf You can also use a VMware in order to simulate the required OS instead of using the actual laptop.
In any case and based on my experience, it is better to find a server to install HFM for testing and training purposes.
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Thanks for your quick reply. I will go through the links and try to get it installed this weekend. Will update this thread after that.