If you just want to practice and do not want to build your own lab, you can give Hack The Box a try, go to https://www.hackthebox.eu/, and hack your way in. Hack The Box is an online platform that allows you to test your skills through a series of challenges, some simulating real-world scenarios and others using a CTF approach.
For those who still want to practice but like doing things old-school, you can go to https://www.vulnhub.com/, download some vulnerable machines, and spin them up on your own hardware.