Download openfire from this link and install it on server, you can also install in on your local machine as well , it require Java Run Time Environment to be already installed on your system. There are already lots of tutorials/guides available for openfire installation.
Once you have installed openfire then you can run it alongside any XMPP client. It could be Pidgin, Gajim, PSI or Android based Conversation, Yaxim clients.
I would suggest you to write your own client because if you are new to android you might not be able to grasp completely How XMPP works at client side. I hope it help a little