Installing coldfusion as a .war file under Tomcat is a bit more complicated than it probably should be, but here's an edited version of the How-to from the Macromedia website. This assumes you're using Windows, and have Java already installed.
  1. Run coldfusion-j2ee-win.exe
2. Answer all the questions, and select a .WAR file instead of EAR 3. If it's running, stop the Tomcat Server you want to deploy it to 4. copy cfusion.war to and rds.war to the webapps directory. 5. Rename rds.war to CFIDE.war 6. Start the Tomcat server. It will autodetect them and create directories for them. This will take a few minutes. 7. Stop the Tomcat server again. 8. Rename tomcat root /webapps/cfusion/WEB-INF/cfusion/lib/tools.jar to tools.old 9. Create a batch file to set environment variables and JVM options when starting Tomcat. Name it setenv.bat, and store it in the tomcat_root/bin directory.

Here is the file…