There was a recent Ubuntu 20.04 build guide for GVM 20.08 posted only a few days ago in:
https://pentestit.de/gvm-20-08-auf-ubuntu-server-20-04-installieren/
Unfortunately this is in German and for Ubuntu 20.04 but the sequences might be very similar.
If you’re not familiar with Linux you could also try out the GSM Trial which is a ready to use virtual appliance: