Hello,
You would need to setup one wallet for each coin that is supported. I am not sure how many coins you had enabled. See the coin adapters list to determine which coins you can set up a wallet for. Forks of Bitcoin, Monero, and TurtleCoin are supported, while Ethereum, ERC-20 tokens and most stablecoins are not supported.
Starting with Bitcoin, yes, that is one way of downloading it. Please note that you will need some knowledge of Linux. If not, hire a developer or other technical person to do this. The installation is not hard, but it’s almost impossibly hard if you don’t understand Linux and the shell.
First see the requirements for the server that will run the bitcoin core client.
Set up the server that will run the wallet. Depending on what your Linux distribution is, it’s best to find installation instructions for your particular distro. For example, there are installation instructions for Ubuntu, Debian, CentOS, etc. Follow an article with instructions for your distro. If you need to build from source, you can use the github release from here, to be safe: https://github.com/bitcoin/bitcoin/releases/tag/v0.20.1
The plugin comes with a built-in adapter for Bitcoin core. (“Wallets” -> “Bitcoin Core Node (BTC)”) Enable it and configure it. I have some instructions here on how to do this: https://www.dashed-slug.net/bitcoin-altcoin-wallets-wordpress-plugin/installation-instructions/
If the wallet server is different to the WordPress server, you will also need to take care of any firewalls blocking communication.
Note that you should also turn the wallet into a service on your system. If the wallet crashes or if the system restarts, you want the wallet to be restarted and to be available again for the plugin. How you do this will again depend on your distribution. I have put some instructions here for systemd: https://www.dashed-slug.net/forums/topic/ssh-install/#post-6619
Hope this helps. As always, let me know if you have any questions.
with regards
P.S. For general information about installing Bitcoin Core, you can also get help from https://bitcointalk.org, https://reddit.com/r/Bitcoin/ and https://bitcoin.stackexchange.com/ The stackexchange QA site is excellent, lots of good info there.