Practice resources

VulnHub

VulnHub offers many (free!) VMs containing certain vulnerabilities. Often, reading the walkthroughs after exploiting the machines can be very helpful for the pentesting methodology. Some recommended machines can be found below:

• Mr-Robot

• VulnOS

• SickOS 1 & 2

• BrainDead

• Kioptrix

• Stapler

HackTheBox

HTB is an online platform hosting several capture-the-flag machines. The website has a free and a paid program, both are very useful to practice penetration testing. However, it is a CTF platform and some aspects of that (e.g. steganography) are not as important in 'real-world' penetration testing as they are in capture-the-flag environments.

Other options

There are many more options to practice penetration testing! A quick google search will bring you a lot closer to your goal :P