

It might be not sending any extra data - which can be verified via packet sniffing like Wireshark - but how do you confirm they are not saving the legit requests you do and collect it silently at the backend? It cannot be proven (beyond reasonable doubt).
There a million ways, and you will probably find tons of tutorials each different - Docker, Docker Compose, native install, VMWare, Kubernetes, Portainer, etc. I recommend starting with a clean machine - preferably with an attached monitor - and installing your favorite Linux distro (Ubuntu is among the easiest), getting Docker and Docker Compose running, and familiarizing yourself with these technologies.
Then you can start with a simple app like Paperless (document digitization), Vikunja (TODOs), BookStack (wiki), or PrivateBin (pastebin), getting it running and persist state over a period of time, then setting up a reverse proxy so you don’t have to use IPs all the time (with just editing your hosts file to point a URL to IP of your machine), and then it is a free world.
Of course, having the whole setup secure, independent, and easily manageable is partially eyperience and partially understanding your needs.
You will probably even find whole ready-to-deploy git repositories that are easily configurable, so you can go with that too.