Starting off with Linx might seem like a daunting task, but the installation is quite easy and quick.
You should be able to just download Linx and run install.
However, when you work on many different projects, all with their own requirements in software and solutions, I normally build a Virtual Machine on my PC, and install all the components I need for that project on that VM. In order to set up and build using Linx I normally set a system up with the following components:
VM Tool:
Most Virtual Machine tools will work, as long as you can install Windows on it. I’m personally using VirtualBox from Oracle, which is free to download: https://www.virtualbox.org/wiki/Downloads
To test out an image on your Virtual Machine, why not try out one from https://developer.microsoft.com/en-us/microsoft-edge/tools/vms/ , they normally run for about 90 days.
Virtual Hardware:
2 CPU’s (recommended, but works fine with only 1)
4GB Ram (recommended, will run fine on a lot less - even on 700mb like the cheapest Azure servers)
Windows:
Linx will work on Windows 7, 8, 8.1 and 10, but I’d recommend Windows 10 because it is newer and better. After installing Windows, also go to “Programs and Features” --> “Turn Windows Features on” --> And switch on .Net 3.5 and 4.5 (or 4.6), Internet Information Services (IIS).
Reboot (it always helps to reboot after installing any component).
SQL Server:
Most, if not all of my projects includes some kind of database, and you can use SQL Server Express quite easily in Linx. Simply install an instance of SQL Server Express. And reboot.
SQL Management Studio:
SQL Management Studio is another key component when working on Databases and Linx. You’ll find yourself copying and pasting a lot of queries between the two. Just install normally, and reboot 
Linx 5:
Download the latest version and install. After installing Linx 5, don’t forget to run it and install the packages you need. http://linx.software.
Stadium 5:
Stadium is another key tool, which allows users to interact with your solution. Just download the latest version and install. http://stadium.software. I’ve found that most troubles during the Stadium installation can be solved with a . . . reboot.
Name your VM something adequate like “Linx 5” / “My Linx Project” and you’re ready to build.