Instead, Arch Linux's LiveCD boots up and dumps you unceremoniously at a shell prompt. They are nice enough to tell you the command to get the install started though. Once you execute the setup program, which consists of quite a long list of text-based menus, you go through each item and need to make a fair number of technical decisions.
You're not on your own though, there's a great beginner's guide on the Arch Linux Wiki. The guide tells you how to download the distro and perform the install. As you read through the guide and perform the steps to get Arch installed, you'll find (well, I certainly found) that you're learning quite a bit about Linux in general. After performing the install, I felt really good about what I just learned. When the installation was complete, and it was time to reboot, I was very pleased.
That is, until the reboot finished, and again I was dumped at the command prompt! Son of a gun, the install didn't even install a GUI! Then I noticed that I was only half way through the document. Onward. The following sections took me through installing X, a video driver, choosing and installing a window manager and a desktop environment. Again, even more so, what a sense of accomplishment and learning you get after successfully installing Gnome for the first time.
Along the way, you learn how to perform software installations and updates from the command line using the pacman command. But Arch doesn't even make that easy. Before you can use pacman, you first have to edit the mirrorlist and enable a mirror that is close to you. That's just how Arch is, to do anything that the other distros just hand you on a platter, you have to read the doc and edit some config files. But again, the docs are so good, you won't have any trouble doing it, you're just forced to learn along the way.
And that's one of the main reasons I'm interested in Linux, to learn it. Now you can fool around with the other distros and learn a thing or two, but for me, Arch Linux is turning out to be the best distro to learn on. There are certainly other distros that are hard to install, plenty of them, but I was surprised to find out just how good the distribution is. The repos are clean, the distro is well integrated, and performance is solid. You can configure Arch to suit your needs, it's highly configurable from the outset.
Arch Linux is my number one recommendation for anyone who wants to learn Linux, as well as anyone who wants to tinker. Find the Arch Linux Wiki - Beginners Guide with all the instructions you need to download and install Arch Linux at https://wiki.archlinux.org/index.php/Beginners%27_Guide