We cannot provide a complete step-by-step tutorial. You will have to figure some things out on your own. If you cannot, then running a honeypot is simply too dangerous because you ARE exposing yourself to a hacker and you need to know what you are doing.
1. Set up a protected environment for the honeypot
This is best done with a second cheap computer/laptop, but this can also be done with a virtual environment. I use VirtualBox: it is free and works very well. Once you get this going, then you have a choice in operating system. Linux really is the best choice here for the number of excellent and free honeypots available as well as the few resources it needs to run, which makes it perfect for cheap hardware or a virtual machine.
2. Choose a honeypot
You need to know what you want to do with your honeypot in order to make a choice here. 99% of them are free and on Linux.
3. Configure your router and firewalls (hardware and software)
This is where you can really hurt yourself if you do not know what you are doing. The honeypot you choose will determine what ports you need to open up and direct to your honeypot. You also need to make sure that traffic from your honeypot does not get directed to anywhere but the outside. No step-by-step tutorials here. You have to know. Get someone who does know to verify your configuration. Even I do that with my firewalls, and I'm a professional.