To follow the course videos verbatim, you will need a Windows 10 dev VM with Visual Studio installed. Visual Studio must have the ASP.NET and web development and .NET desktop environment workloads enabled.
If you don't have Windows 10, pre-built developer VMs are available here. You may optionally join this dev VM to a test domain, which is useful for testing impersonation tactics. Trials of Windows Server can be acquired from the Eval Center.