Welcome!
First you'd need to pick out a frontend first. I usually use KoboldCpp to load the models, and SillyTavern to connect to KoboldCpp with a chat-focused interface.
You can't run them without a model, though. I personally recommend OpenHermes 2.5 7B (8GB RAM recommended) or TieFighter 13B (16GB RAM recommended). You can download characters from Chub (NSFW) or you can download CharacterAI characters with CAI Tools.
That covers the basics, but if you need any help setting it up let me know! I also have an in-depth guide to understand jargon and such here, but it's not updated often.