As IIS 7 is not installed by default on Vista,you will have to install it.
Follow this step by step tutorial
First step ,go to Start / Control panel / Programs and Feature
Then Click on Turn Windows features off or on on the left pane (see below)

In Turn Windows features off or on Select Internet Information Service and expand it.
Make sure to select the following features:
- Web Management Tool
- World Wide web service
- .Net Extensibility
- Asp.net
- CGI
- ISAPI Extensions
- ISAPI Filters

click OK and Vista should be able to install IIS 7 with not problems.
To test your web server , open your browser and type http://localhost in the address bar,you should be able to see the IIS welcome page.If you do ,everything is OK.
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