start simple with installing the master instance first. This follows along with the installation instructions including Icinga Web and the Director. Learn about the components and ensure that everything is up and running.
I strongly recommend to use a VM to install the master, and not run that on your Ubuntu desktop.
Then start with adding the first agent host, after having read the distributed monitoring docs to first understand the hiearchy and also gather the instructions for setting up an agent. An agent doesn’t need much - the icinga2 package + plugins.
The Director lends you a hand with adding a new host (add a host template first), and mark this as agent including setup scripts/instructions.
Then add a disk check for this agent host, deploy it and check whether everything works. Once you’re done with that, dig deeper and learn about service sets and more. Then you have one host with a template, add more hosts in the same manner.