If you don't have Docker on your machine, you can download and install the Community Edition.
The easiest way to get started on macOS is to install the SDK via Homebrew.
If you don't have Homebrew on your machine, you can get it from brew.sh.
If you don't want to use Homebrew, it's possible to install the SDK without it.
If you don't have Docker on your machine, follow the instructions to install Docker on your platform.
Windows support is experimental. Currently only Windows 10 Pro is compatible with the SDK to some extent. Another option is to use a Linux Virtual Machine.