A quick guide on installing and setting up debian.
You can download the Debian ISO image from the official debian website. It's available for download over HTTP, FTP and BitTorrent. The 64-bit CD version should work on most systems, get the DVD image if you need more packages preinstalled.
To install Debian on a VM, create a new VM and choose the downloaded Debian ISO file as the start-up disk. The VM should boot up with the installation screen.