For this course we are going to perform most things in a Virtual Environment. You can use virtualization software of your choice, however in the course we use Virtual Box. Here is source from which you can download Virtual Box:

Virtual Box - https://www.virtualbox.org/

We are also going to be using the Kali Linux Operating System and we will need 2 Kali Linux Virtual Machines (or physical machines on the same network) to demonstrate most of the attacks. You can download Kali Linux iso image from this link:

Kali Linux OS - https://www.kali.org/get-kali/#kali-platforms

(You want to go with Installer image and choose image that suits your physical machines Operating System Architecture)

P.S. If you find it confusing creating Kali Linux VM, head over to the Complete Ethical Hacking Bootcamp in the "Setting Up Our Hacking Lab" section, where we show how you can install Kali Linux Virtual Machine.