3. Download VirtualBox and Ubuntu Linux
Our VPN server will exist within a Virtual Machine, so it will not affect or be affected by your existing machine (unless that machine is off). Our VM of choice is VirtualBox, as it is robust, cross platform, and free.
Our VM is just like a real computer that needs an operating system. Instead of using Windows or macOS, we are going to use Ubuntu Linux. Linux is a popular free and open-source operating system that is used for many types of servers like web servers, and VPN servers.
This guide will use Ubuntu Server 19.10, but the instructions should be very similar for other versions of Linux.
NEXT: Install VirtualBox