What do you mean by just a PBX? Asterisk was originally designed for analogue and circuit switched digital connections, so it perfectly capable of working in an non-VoIP environment. However, when used with all VoIP, it is still a PBX.
Asterisk is not a Windows compatible software. So you need vmware player to install inside a vm a linux distribution and then install Asterisk. Because you will be using asterisk through a vm you need an ethernet device that will connect to your pstn lines and that is a pstn gateway.