Can I install WordPress and play with it?

I would recommend “playing” at wordpress.com.

But, if playing includes learning how to install, I would recommend XAMPP or other methods of self-hosting.

The Codex has lots of articles on the subject of hosting on your own computer, just for you. Here are a couple:
https://make.www.ads-software.com/core/handbook/installing-a-local-server/installing-xampp/
https://codex.www.ads-software.com/Test_Driving_WordPress

Thank you. I’ll study these ideas. Appreciate your reply.

Learn by doing is the best way to get going with the wordpress, All you need to have is some expert advice before taking big steps, feel free to ask here or inbox.