I am installing a ceiling fan (no light, just fan). I am confused by the installation instructions that came with the fan.

It says, "connect BLACK wire and BLUE wire from the fan to BLACK wire from the ceiling. Connect WHITE wire from fan to WHITE wire from the ceiling. Connect all GREEN wires together from the fan to GREEN (bare) wire from the ceiling."

From the ceiling I have a BLACK wire, a WHITE wire, a bare wire, and a RED wire.

What do I do with the RED wire? Leave it capped off?

Yes. However, if there are 2 switches that were for the box, you can hook the red to the blue so that a switch will control the fan and lights separately.

The white is neutral, the green is ground.
Connect the white to white, the green to green or bare.

Either the black from the ceiling is hot all the time and the red is hot only when the switch is on, or the red is hot all the time and the black is hot only when the switch is on.

If want to use the fan pull chain to turn the fan on and off connect the black from the fan to the wire from the ceiling that is hot all the time. If you want to use the wall switch connect the black from the fan to the one that is turn on and off by the wall switch.