There are various operating systems built upon GNU/Linux called Linux distributions, each distribution adds additional, specific software, that allows to cater the needs of a specific user group. Most of them are free. In this course we'll use the Kali Linux distribution, it's based on another GNU/Linux distribution called Debian.
We can install Kali as a main operating system, we can dual-boot (meaning we can have both Linux, and another operating system installed at the same time), or we can run Linux virtualised using VirtualBox.
The advantages is that if we damage the installation, we can just reinstall it, or we can take snapshots, and come back to them at any times. We can easily switch between operating systems, and we can even have several operating systems running at the same time.
What is VirtualBox?, it's a free virtualisation software that allows you to create and run virtual machines on your computer, it's developed by Oracle, and it's free and open source software. To install it we must go to its website https://www.virtualbox.org/wiki/Downloads. To run it, just download it, execute the installer, press Next, Next, Next as necessary, and at the end press Finish.
To install kali, we must go to its website, press Download, press Virtual Machines, and select VirtualBox. Once it's downloaded we have to extract it.
Once extracted, we have to press the "New" button, to create a new Virtual Machine, we can give it a name, in our case it'll be Kali, then we will allocate RAM and processors to it, as my pc allows me I'll give it 8GiB RAM and 4 processors, select "Use an existing virtual hard disk file", press the folder icon, press the "Add" button and look for the vdi file that was downloaded before.
Once chosen press Next, and finally press Finish. Now you can select the Kali virtual machine, and press the "Start" button to run Kali.