[Cyanide and Cynicism]

Are you looking for a tutorial on how to use the tools or how to set it up?

For tools, just look up some tutorials on whatever tools you're interested in. Nobody's going to explain every single tool to you.

If you're looking for how to set it up, there's a variety of options. Live CDs, dual-booting and virtualization. A live-CD is just a CD/USB/external source you can boot the distro from, which requires no installation on your own computer. Dual-booting is where you use it with your main OS, like if I had Windows I could dual-boot it with Gentoo so when I boot-up I could select Windows or Gentoo. With virtualization, you create a virtual machine and basically run an operating system within another operating system with something like VirtualBox.

Pick one and look up how to do it.