When you buy one of the versions of the Raspberry Pi board, one of the things you have to do is to prepare the SD memory card to have a bootable operating system compatible with this SBC board. For that to be possible there are many tools, although one of the most popular and that I recommend is Etcher or balenaEtcher. With it you will have everything you need to prepare your OS in the SD in a very intuitive and fast way.
You should know that there are a lot of operating systems that are already compatible with the Raspberry Pi board. Many GNU/Linux distributions already support ARM and can work well on the Pi. You also have other open source operating systems that are not based on the Linux kernel and are special to the Raspberry Pi, such as RISC OS, RaspBSD, etc. You can even find some for specific use like Windows IoT, OpenELEC for setting up a media center, RetroPi for retro games, etc.