Linux (and Unix for that matter). Are operating systems.
What is an Operating System?
An Operating system (OS) is the software that runs "directly" (let's ignore firmware for now) on your computer's hardware, and provides a standard environment from which other software can run. Usual programs/apps, such as itunes or microsoft word don't want to deal with your actual hardware, they simply ask the Operating System for something, it deals with the hardware, and gives the result back to the program/app.
Operating systems are thus installed outside of other operating systems (since they're used to access the computer's hardware directly).
Your MAC would already be running macOS as its Operating System, Apple's Operating System for its devices.
Usually as the computer starts up you can change which device it starts, and choosing an operating system installation DVD or USB drive is a common method for installing a new Operating system.
This means that an operating system can't really be "installed" on another operating system, but there are workarounds.
"Dual Booting" refers to installing multiple Operating Systems on a single computer.
This is easiest if you have multiple hard drives so that you can install Operating Systems on their own hard drive, then simply choose which hard drive to boot.
You can also install multiple Operating Systems on a single hard drive, but that requires a boot manager (software that figures out where on the hard disk each Operating System starts).
I wouldn't recommend this method for a MAC, simply because they aren't really meant to run anything except macOS, and I wouldn't trust other OS's to support them.
Virtual Machines are programs that run within an Operating System that pretend to be a full computer. Because they pretend to be a computer you can install an operating system on them!
The most common Virtual Machine program is likely VMware, but you can search around to find one you like.