When you never touched a Virtual Instrument (Plug-in) before and you don't know how it works, this will help you to start.
Before you randomly buy a Virtual Instrument you should have at least a DAW on your computer. DAW is a shortcut for Digital Audio Workstation, it's a computer-supported system that will help you to record, compose and mix music. A Virtual Instrument can only be used on a DAW. There is a lot of music company's which offers great DAW's, the best free ones that you should check out are (Pro Tools, Studio One 4 Prime, GarageBand (MacOnly), Reaper, Live 10 lite, Cakewalk, Tracktion, Ardour) and a lot more. The most famous ones to buy are (Ableton Live, One Studio, Cubase, FL Studio, Logic,...) but they have also mostly a free trial version to try out first before you buy. Look around which of them catch your eye or watch on Youtube if there are any recommendations about a DAW.
If you found a DAW you like and you know the basics about your DAW, you are ready to download your favorite Instrument on your computer and start to jam like you always dreamed of.
If you only wanna play with the plug-in without recording audio waves there are free DAW alternatives like ''VST Host'', just for jamming around.
The most of the UJAM Instruments recommend using a MIDI Keyboard which is made to connect it with your computer. It will help you to play easier instead of playing with the keyboard of your computer. But it's not necessary, with the piano roll in your DAW you can just write your own MIDI notes.
There a MIDI Keyboards for around 100$ so look around what you like and get one to make your productions easier, faster and better. All UJAM plug-ins are made to use it with a MIDI Keyboard.