AIM is just a chat protocol, there are a number of ways that you can use it. Most people use a program on their computer. I like pidgin, unlike the official program it doesn't have ads everywhere. Get it at:
http://www.pidgin.im/download/windows/
Download the file and run it.
You can also use the official AIM client (client = non-server networked program):
http://dashboard.aim.com/aim
Lastly there are two online (browser) programs that let you use aim:
http://aimexpress.aol.com
and
http://toc.oscar.aol.com (might not work anymore)
If you have not already done so, you will also need to sign up for an AIM account:
https://reg.my.screenname.aol.com/_cqr/registration/initRegistration.psp?sitedomain=www.aim.com&createSn=1&siteState=OrigUrl%3dhttp%253a%252f%252fwww%252eaim%252ecom%252f&icid=NavBadge_1_1&mcAuth=%2FBcAG0mow8sAAK9CA50udEmoxAcIFCL5KvcSgVUAAA%3D%3D
That will let you create an AOL account. It will probably tell you to use their AIM software (the official aim client), but if you sign up, and then stop and download Pidgin instead you'll be way way happier. Remember when you download a program you have to download it somewhere where you'll find it, and then run the program (double-click on it or something).