Virtual machines (VMs) provide the user with the capability to utilize any operating system. VMs are, in their essence, computers running within computers. They can be layered on top of one another. A Windows computer can host a Mac OS VM which hosts a Linux VM; any amount or combination of VMs is possible, within the bounds of one's system memory.
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If one's computer is capable (16GB+ RAM [32+ is better] and a fast [3.0GHz+] multi-core [4+] CPU): use a Linux distribution as the host OS, and install Windows (or other) virtual machines as needed. Some overhead will be lost to the VMs; notwithstanding, this solution can perform admirably for stronger computers. It may sound silly, but this solution works very well, and enables a proper secure and anonymous Linux base, with the option to have any OS on an isolated VM, as necessary. We recommend this solution, if one's computer is capable enough.
For applications which require absolute physical security, it is common to layer VMs on top of one another. A sample scheme of this sort could be: Linux Mint as a computer's host OS, with VirtualBox installed. This instance of VirtualBox contains a VM for an instance of Linux Mint. Inside this VM is installed VirtualBox again, and in this instance of VirtualBox is installed the OS FreeBSD. Each of these installations of an OS can be encrypted (either during installation or later with VeraCrypt and locked with strong passwords. This, in effect, denies any sort of data recovery to physical theft of one's device. We do not necessarily recommend this technique, but it should be stated for the sake of completeness.
Virtual Machine Software
There are only two VM applications we recommend: VMWare and VirtualBox.