Nessus is one of the most well known network vulnerability tool available on the market. If you are in the field of security, you should be familiar with the tool and know how to use it well. But how to get hands on experience with the tool when you are still in school or working in your first IT job that does not directly involve network security?
I recommend that you first try the Nessus Home, which is free for home use.
Windows installation is fairly simple. Once you install, it would let you create an web interface where you can test the tool.