Joomla, WordPress, Drupal etc… are some of the most known CMS (content management system) and there are many more (written in various languages), you can have various ways to try them:
having a web space (free or paied) and upload/run your desired CMS, naturally you should check if web hosting meets CMS requirements
install and configure locally necessary components needed the CMS to run (web server, language interpreter, database server), then install the desired cms.
Always locally, but with a more easy procedure, you can obtain same results within installers (see Bitnami)
virtual machines / ISO images / live cd
there are ready virtual machines (VMWare / Virtualbox images), ISO images and live cds with CMS already installed and configured (see Bitnami and Turnkey Linux)
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