Download a free CentOS Linux installation ISO file from here:
Save the file to your Windows Desktop or laptop.
Download Oracle VirtualBox from here: https://www.virtualbox.org/wiki/Downloads
Install VirtualBox on your Windows PC or laptop, following the instructions from their website. There's also a Mac version if you play like that. Once VirtualBox is installed, go back to your download directory and double-click on the Extension Pack to install it. You now have a free virtualization platform on your Windows machine! In the VirtualBox application, you can create a new Virtual Machine, which will run on your computer, and look/act like a real system. You can then install Linux using the ISO image file you downloaded earlier.
Instructions (with pictures) for installing CentOS 7 are available all over the internet. However, I think the person who blogs on this particular site, has done a very good write-up (with pictures):
The site also has many tutorials for installing and configuring many different things on Linux.
Go to Google, type in "Linux for beginners" and hit enter. There are tons of free online resources to learn more about Linux!