GNU/Linux can be installed in many ways. As a learner everyone should try different types of distributions in linux(Ubuntu,Debian,CentOS etc). It is considered good to have experience on two or three distributions. For beginner try ubuntu as it is very user friendly or your choice distribution. Linux can be acessed as installed os or in virtualized environment.
Installing on Desktop :
a) By Distribution CD : Most of the distributors of linux provides CD for usage. It can be ordered from their websites. It has all manual guide to install.
b) By Live USB : Live usb drive is made by external software like rufus,UUI etc. Many softwares are available on internet.It needs ISO file to create bootable USB. It can be used as live USB or it can be installed on partitions.
Download virtualization software on your pc and install it. Virtualbox(www.virtualbox.org) is recommended( free software ) for this purpose or your choice. Download ISO file from your favourite distributor and create a virtual machine. It will emulate like a new Os. NOTE : please enable your virtualization option from bios before installing virtualbx.