Ok, I downloaded the packages and all.. Now i want to know, is a Domain free here? Or is it cost?
SMF Does not provides Hosting or Domains.
And if you want a independent domain, no, its not free.
For More about hosts, see the Host and Hosting board here.
You can get free hosts, although most of them are poor. However there are some free hosts specifically for SMF which may be worth a look.
However no, an actual domain name isn't free. It's around $7 per year (still pretty cheap though) if you know where to go.
Some hosts will give you a domain name when you host with them, but that usually ends up badly. Most hosts that do that will overcharge for renewals and make it very difficult to transfer away. Get the domain yourself and save the pain.