Yep, they all do. Most (all ?) run in a liveCD mode where you run Linux from a CD/DVD/USB and it doesn't affect your system at all so you can try it out. Also allows you to get some machine specs for us so we can advise further.
Ubuntu is pretty popular - see here
for the download - scroll down for links to pages on how to use the resulting .iso file to create a USB/DVD on Windows.
BTW, you may feel you're getting into Linux from scratch, but LFS is another, separate distribution. I'll request this gets moved somewhere more appropriate.