There are a few ways you can do virtualization in Windows. Firstly, for those of you who don't know about virtualization, I'll try to clarify what I mean by this. Virtualization is essentially the running of one or more "virtual" machines within a host operating system. For example, this article is specific towards running a Virtual Machine within Windows. Think of it as booting into your windows desktop, clicking an icon and then seeing a Window that shows you another computer booting. The Window that shows you another computer booting is doing this by "virtualization". Essentially, it involves additional software to be installed on your Windows based operating system which emulates a computer within Windows.
Firstly, you have to get the virtualization software running in Windows. This is actually very easy. There are many products available such as VMWARE Workstation (I believe there is a free trial but overall, this is software costs money) or a free alternative is Virtualbox which you can get via http://www.virtualbox.org. The VirtualBox project is an open source project sponsored by Oracle. So thank you to Oracle.
When you have finished downloading and installed the Virtualization software. You must create a new Virtual Machine. You'll also want to get a free operating system such as CentOS which is downloadable for free on the internet (http://www.centos.org). Download the .ISO files if you can. Once downloaded, make sure to point your virtual machine to boot from the ISO. This will allow you to boot the CENTOS operating system installer and follow the instructions on the screen.