1: Download fishpig  magento2 extension

2: Install extension  in magento2

3: Download WordPress and install them in Magento root directory   you can use the same database or use a different database  my advise to use the different database

4: copy  wp theme from a  \app\code\FishPig\WordPress and change name into fishpig

5 and paste into word press theme  in wordpress\wp-content\themes/fishpig

6 Now open Magento admin  goto store->Configuration->wordpress->enable->yes->wordpress or your folder name  save

now open your URL/Blog