What you’re probably referring to is running a virtual machine with VFIO passthrough. I hate to be that guy, but this is one of those “if you have to ask for help, you probably shouldn’t do it” kind of situations. It’s complicated and easy to mess up, requires a decent amount of knowledge of both Linux and Windows, and every situation is unique. There’s no cookie-cutter way to set it all up.
But if you’re willing to buckle down and learn anyways, the best way would be to do it from scratch. This is the best documentation I’m aware of on the subject, but it’s tailored heavily for Arch Linux, a rather advanced distro to use.