For this course we suggest one of the following two setups:
everything within a VirtualBox machine running Kali Linux
working on your own machine using the Burp Suite Community Edition and Firefox as well as a Docker container running the Damn Vulnerable Web Application
For both setups we have a few notes here that might help you get started, including some tips to test whether everything works as expected.
The first option might be the one for you if you want everything ready in a box (and don't care about several GB of download), and when you are fine with working outside your native desktop environment on a Kali Linux desktop.
The second option might be the one for you if you rather want to have everything on your own machine, so you can work in your native environment. Also if your machine is not that fast (less then 4 CPU cores or 4 GB RAM), you might want to choose the Docker container version.