Previously, spinning up a virtual machine meant purchasing software. No more, as there is now an open source application. In the example shown here, the Linux operating system will be installed, you can put any operating system you want on your virtual machine, provided of course you have a license for it. If you don’t feel comfortable installing non-released versions of code like SQL Server 2016, on your pc, a virtual machine is a great way to test it out. You will need to provide your own operating system, but there are trial versions you can use for limited periods of time as well. The open source virtual machine Oracle VM Virtual Box is the only open source version of a virtual machine software. You can download it here. This software is needed prior to installing the Hortonworks Sandbox. Obviously Hortonworks is not the only version of Hadoop available, Cloudera has a Hadoop VM too, which you can download as well. Personally I am not a use fan of the Cloudera Manager, which is why I prefer Hortonworks, but either will work with polybase.
I’m personally a fan of VMware Player for VMs, but either will work well for the task.