The Advanced Proton Driven Plasma Wakefield Acceleration Experiment (AWAKE) aims at studying plasma wakefield generation and electron acceleration driven by proton bunches. It is a proof-of-principle R&D experiment at CERN and the world's first proton driven plasma wakefield acceleration experiment. The AWAKE experiment will be installed in the former CNGS facility and uses the 400 GeV/c proton beam bunches from the SPS. The first experiments will focus on the self-modulation instability of the long (r.m.s ~12 cm) proton bunch in the plasma. These experiments are planned for the end of 2016. Later, in 2017/2018, low energy (~15 MeV) electrons will be externally injected to sample the wakefields and be accelerated beyond 1 GeV.