Any of the VM apps would have a pretty good setup, showing you how to begin.
Parallels, VMWare Fusion, Virtualbox, would be the main apps, and would be where you would start.
For example, here's a
setup guide from the Parallels web site. Should give you the information that you need.
Choice of which operating system that you want to use in a VM is mostly up to you. - a variety of versions of Windows, or Linux, or other. There are dozens of choices from MS-DOS, through Win10, to latest flavors of Linux, etc.
A lot of folks want to use Windows, so another option would be to use the Boot Camp assistant that you already have on your Mac, which supports creating a separate partition on your Mac dedicated for Windows, and starts you out with installing Windows. You would need to purchase Windows to do that.
Once you have a bootable partition with Windows, then you can use THAT system as a VM for Parallels (or Virtual Box).
The advantage with that is running Windows as an app, while your macOS system continues to run. No need to restart just to use Windows, when you use the VM software.