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I am on step 2 installing SP on App/CA server. Do I need to install the whole sp thing on WFE if I want to add a WFE. Or What is the correct approach?

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For all intents and purposes every server in a SharePoint farm shares identical binaries and can easily switch roles as needed. Simply calling then different names (i.e. App Server, Central Admin server, WFE) doesn't change what is installed. It only changes what services are running. (Ok, Central Admin is a little different but you get the idea) – Dave Wise Feb 6 '12 at 20:05
@DaveWise: Thanks for your input. Now it makes sense. – M. Todd Feb 6 '12 at 20:10
up vote 2 down vote accepted

Yes, you need to install SharePoint first so that it install all required binaries on your server. You then run the SharePoint Product Configuration wizard to join the server to the farm. TOwards the end you get an option if you want to host web sites (add server as a WFE role) on the server, you choose yes to add so that it creates same web sites as other WFE in the farm:

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Here is a good article by MS on how to add additional server to existing farm

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