Docker has given a different perception to application development and their run time environment. Containerization of application is very much essential now a days. Think about you have two different application in production server at same time and those applications are developed in PHP 7.2 and PHP 5.6 respectively. Now you can imagine how much trouble it could be to manage two different PHP version.
If you were using Docker, you could simply spin up another container, set the PHP version to 5.6 and put it right next to your other container that has PHP version 7.2 on it, running on the same server with no problems whatsoever. That flexibility, portability and the option to more efficiently use your server resources are what make Docker so compelling to use.
The below YouTube Video will tell you how to install Docker. Here we are using Ubuntu as OS but if you are an Windows user, you can create a virtual machine using Virtual Box and Install Ubuntu as Virtual OS. This approach is better as your primary or host OS is untouched from any activity required for your learning purpose. You may watch this YouTube video on How to Install Ubuntu as virtual machine (VM).