Hello again Sinth,
regarding your questions on Windows PE (Preinstallation Environment) - If you don't have any knowledge about it, just leave it, it may take too much time until you build it the way you need.
Windows 10 can be downloaded directly from Microsoft:
https://www.microsoft.com/de-de/software-download/windows10ISO (I couldn't find the link in English, but microsoft will probably redirect you to one written in your language...)
If you're using ubuntu, try opening the terminal (Shortcut: ctrl+alt+t) and typing "sudo apt-get install virtualbox-qt" - That's the best for you, since it has a GUI and it's quite similar to the ".exe" version of it.
I see you're quite "not" into the newest stuff, so I'd suggest you to, IF you can't manage to make stuff happen with linux, don't take me wrong, it isn't for everyone, go back to windows, with a brand new windows 10 installation and run it from there (your server + remeres and so on).
I'm glad to help you with linux if you need, you can also PM me in any case.
See you around!
okke~