No problem, everybody has to learn. Actually, we never stop.
Your Windows version is correct, because you’ll need to enable Hyper-V to be able to use Docker Desktop for Windows. Have you already installed it?
If yes, then the easiest way would be to use Linux containers. You’ll avoid at least licensing issues.
You can start with creating your own containers, but there is no need. You can do that later after learning a little bit.
You can start with ready-to-use containers. There is plenty of them. You didn’t say which application you want to use, so I cannot give you more specific advise about the Linux kind. I think that Ubuntu-based and Alpine-based containers are most popular.
Alpine-based images are very small, so if your application would run on Alpine, you could keep your containers really tiny. However, the “as a virtual machine” scenario would probably not be possible.
Ubuntu/Xubuntu-based images are larger, but more versatile. You work with both scenarios - “as a service” and “as a virtual machine”.
I’ve understood, that you would install your application from Internet. So one possible way would be to use, for example, a container created from my image accetto/xubuntu-vnc-node:firefox or accetto/xubuntu-vnc-node:chromium. These images include sudo and web browsers, so you can install additional applications inside the container easily. It’s (almost) like a standard Linux computer.
There are many step-by-step tutorials on Internet, but it could be a little bit overhelming in the beginning. You can also find useful information in README files of my images or of many other images on Docker Hub.
You can also learn by re-building and/or modifying existing containers. You can use any of my Docker images, because the up-to-date Dockerfile is always included.
You can start with really trivial images like, for example, accetto/hello-there or similar.
Your question is unfortunatelly still a little bit too general. It would be easier to answer more concrete questions. But you have to start somewhere and then you can ask along the way.
So decide about your first scenarion and just try it. After some time it will be easy.