Microsoft can give you a VM with a working instance of Dynamics AX 2012 and the underlying SQL 2012 database - it's quite big and needs a fair bit of RAM (I needed 48GB) but it does work pretty well.

Having said that, I think SAP is rather more complex than AX.

It would be the overall scope of trying to install your own system to learn it. It's a massive base product, you can certainly install it but trying to run your own test environment would be a pain without the knowledge of running a business through an ERP or the necessary test data. Typically you learn the business side of things 'on the job' and come into it with a development back ground.