You need two components. A server(cloud) and a client or clients.(desktop client program, mobile client app).
The server can be on web hosting you purchase. You can use a provider they have listed which is the easier option but I didn’t see any in the USA. You can buy a device that has everything pre-installed and run it from home but configuring it so that you can access it from elsewhere would be tricky and if not done right, risky.
The server on web hosting you purchase is the best option.
What did you try to download?
From here, https://nextcloud.com/install/#install-clients Download for Desktop is what you’d want which is the desktop client. They have it for Windows 10, Mac 10 and Linux. If you can install that, you still need a server/cloud to connect to.
I handle all my own web hosting stuff, built a bunch of websites, including a couple for fellow FReepers, installed nextcloud myself and am a reseller of hosting and domain names.
bkmk