You can start by downloading the software, and learn how to use it while using SDR Servers that are available all over the world. No radio to purchase! The same software can be used with an SDR locally at your location or via Internet at a remote location.
The software is available here:
About halfway down you will find 3.0.25 and choose which Windows (32 or 64 bit).
Once installed, you need to build definitions. Definitions are essentially configuration files for a specific SDR. Since there are limitless mfgs of SDR's, the software ONLY will work with those for which it's designed. The list of approved SDR's is on the website:
Here's a 'How to use SDR Console with remote servers" I wrote a while back. It is a step by step procedure to get SDRC to operate on the online servers:
Are you a licensed ham? If so, call sign? If not, where are you physically located so we can point you in the right direction for servers in your native country.
73 Kriss KA1GJU
Sysop of the 5 Super Station SDR Servers in New Hampshire, USA