the question is directed more towards the installation options in virtual machines, I would like to know if I can install kali but inside the virtual machine, that is, download it already within the virtual machine created with a Linux operating system, do everything from there... I would also like to know if when downloading kali either through the option of wsl, uSB, hyper v even directly on my computer my security could be more vulnerable....?????
The thing is: If you're asking this question then Kali definitely ISN'T for you something the answer below subtly suggests.– ChanganAutoyesterday
Kali is usually run as a Virtual Machine or from a pendrive for security and convenience. Ready-made VMs are available for VMWare and VirtuaBox on Windows environment, and KVM/QEMU on Linux. Kali has extensive documentation which explains all the installation options, and otherwise how to run it without problems. Worth reading, as Kali's very different from your average desktop distro.