So the main software is here https://pi-hole.net/ (and they have good documentation, so I’m not going to repeat the nitty-gritty here)

You obviously need something to run it on, which could be some existing computer that’s always on, but (as the name might suggest) a lot of people use some form of Raspberry Pi (or similar) single-board computer.

Pihole will run on basically anything, so you can get an ancient pi and it will still run fine