Linux

First thing you do is get yourself a USB stick for booting, I know others suggest virtual machines for testing, but in my opinion you really want to run the distribution on real hardware and since you're going to install the system anyway you might just get used to the booting process. The boot process has been complicated a bit by UEFI and that's why I won't recommend using minor distros to begin with, because you'll want something that just boots and later installs nicely on a secureboot enabled system. The major distros have bootloaders and kernels signed and ready for secure boot systems.

It's a simple as:

• Go grab Rufus for writing the .iso files to a USB stick. You can also use any other tool that allow you to write the .iso in raw form to the USB stick.
• Download fx. Linux Mint (pick a mirror from the list)
• Run Rufus and select your USB device, then open the .iso file you've just downloaded
• Click start and in the popup dialog choose to write as a raw DD image.
• When done, reboot and choose to boot from the USB stick in your BIOS¹ menu.
• You'll now be running Linux on your PC from a USB stick.

1: How to enter a menu where you can select the device to boot is up to your motherboard manufacturer, so consult the manual. Usually you can press Escape on boot or one of the F keys.