Installing Ucommerce in a CMS depends on the CMS. Follow the link for your preferred CMS to see how easy it is to install Ucommerce.
Before installing Ucommerce
You should make sure the database user has full read and write permissions.
You should make sure the database is created with normal SQL, and not SQL CE, as Ucommerce is not compatible with Compact Edition.
You should take a look at this article about installing Ucommerce in a separate database, and consider whether you want separated database, as you will have to enable it before installing Ucommerce, otherwise, it will be too late.
Install Ucommerce on Sitefinity