If you can try andd use Hyper-V as it is windows native (if you have home edition then it's not something you can use because M$).
If you want a simple hypervisor VirtualBox will do just fine and I've had a generally better experience with that over VMWare (that said both will do the trick).
Lastly I should mention that you can use Qemu on windows; but I've never tried that myself and it might require some tinkering to get to work but it is the fastest virtualization framework I know of.
I haven't read the KnK novels so I can't speak for them, but in Fate/Stay Night there's an awful lot of inner monologue that got cut because it doesn't really fit the anime format, Shirou's actions make sense when it's there; but when it isn't it feels like he's downright stupid rather than chase an ideal he's hold so high thanks to Kiritsugu.
Not a lot of people like it, it has quite a tonal shift from what the rest of the series it but it fits closer to what Nasu does in other works like Mahoutsukai no Yoru. The VNs tend to highlight the slice of life aspects of the series more than the anime and coupled with their writing style it seems to work best in Tsukihime where all these aspects flow together to form one coherent whole.
I don't think they ever will, Type Moon has tried to distance themselves from some aspects of their earlier works and those shine very brightly in the original. I haven't read the remake yet so I can't say how things hold up there; but I've heard people say that it's a thing on it's own because of the changes made.
When you do, make sure to look for all the extra stuff along with the Plus Disc, it might be hard to find but there's a lot of stuff that's interesting but untranslated and never shared with the english audience (I have yet to check it out myself actually).
Glad to see someone agrees