The Cloud Labs has the necessary tools set up, so you can focus on learning tactics and techniques.
It is difficult for us to support local installations, but if we have to recommend a way for you to try tools locally, then we recommend:
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Installing a virtual environment like Virtual Box
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Running an Ubuntu operating system
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Running the tools from the lab.
It is not that we do not want to support your local setup, but there are too many variables involved which are beyond our control.