Step #1 is to decide which virtual machine software you wish to install.
The three most popular choices are:
- VirtualBox (from Oracle)
- VMWare Workstation Player (from VMWare); and
- Hyper-V (from Microsoft)
Once you've made your choice you can find detailed, illustrated instructions for installing each one on the internet.
As a personal suggestion: You might find it easier to use either VirtualBox or VMWare Workstation Player. Hyper-V is more complicated to setup.
Between VirtualBox and VMWare, I think you'll find VirtualBox more user-friendly, and it has the advantage of allowing you to create checkpoints - backups of your virtual machine - whereas to do that in VMWare you'll need to upgrade to their (expensive!) paid version.