You can generally download CD or DVD versions for free, and many call the 'demo running from disc' a "Live CD" or "Live DVD" (they generally have a menu to allow installation too, if you feel happy with the software after trying it... some are "install in parallel" ie when you boot the PC, it gives a boot menu so you could choose your existing Windows setup if need be... others will completely overwrite the hard drive, and then Windows and all data are unavailable... Only mention this because I don't want you to assume the former and find out all evidence / history of you having had Windows gets "wiped" unexpectedly. You should get a warning (or three!) about it destroying what was on disk before, but just in case they assume you're happy with switching and want to never go back, they could write the install to just 'do it'...)
You can download and then need to burn a CD or DVD. Also worth popping along to a newsagent and check for any Linux mags. Often you will find one or more "Linux Live" versions of software on the DVD that comes with the mag. (cost typically 5-7 pounds, inc the DVD, and may have some interesting articles too)
Before you seek out versions of Linux and spend time downloading, do be aware of your hardware, and in particular whether you have a 32-bit or 64-bit system, as some versions of linux are intended primarily for 64-bit systems.
You'll most likely get info on a Windows PC using "My Computer" and making a note of the specification info provided there, explaining what CPU and speed it runs at, how much RAM is available, and a few other aspects.
Finally, if you don't have the time or inclination, you can find individuals/ small firms selling versions of Linux (eg on Ebay), or via small ads on sites like > DistroWatch www.MirrorService.org here their KDE distro list