I put together a little video to take you through the process of getting and installing a hypervisor (VMWare in this case. You could use VirtualBox or any other if you want).
Here's where you can download that VMWare Player
Then you'll need a Kali VM.
Here's a link straight to that page.
Now you've got the tools to get started.
Here, go get started on TryHackMe.
#HackThePlanet