1. Install the environment(s) you want to try.

2. Log out of your present desktop session and select the new alternative at your display manager (log-in) prompt.

That's it.

Or, if you don't want to log out entirely, create a new test account, and use that (with a new session -- yes, you _can_ run multiple desktop sessions at a time) and try out different desktop environments / window managers.

Or, use Xephyr, a nesting X server, to run X within your present X session.

Or, use a virtual machine to test a different OS entirely (heavier weight than other options).

Lots of alternatives.