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
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.