That's correct. Install everything, as you have chosen here.
Before creating your first virtual machines, do not forget to download and install the
VirtualBox 4.0 Oracle VM VirtualBox Extension Pack, from the same download page in
Downloads - VirtualBox
To install
Extension Pack, launch VirtualBox and open
Preferences:
Select
Extensions from the right pane, use the small
Add Package button to browse to Extension Pack which you downloaded, select it and click
OK to close preferences.
Now you can start setting up virtual machines.
On your other thread you mentioned you know yourself around Linux. Here's a tutorial for you to start playing with VirtualBox:
Linux - Install on Windows 7 Virtual Machine using VirtualBox
Although explaining how to install Ubuntu Linux in VirtualBox, you can install whatever distro you'd like to following the tutorial.
Kari