There are many ways to learn to code these days. From coding bootcamps like Flatiron School to online courses to totally free beginner resources. The best way to learn to code depends on many factors, but the most important one is you. See what course is best for you.
If you aven't set up PC Anywhere before, set up two hosts on your local network first (no firewall between). Set up one as a host and the other as a client. Make sure you can do this before trying to allow a connection through a firewall.