Merlin 64 requires a Commodore 64, and is not going to be much use to you without one. If you've bought an original, it'll probably be on a floppy disc, and that would need a 1541 disc drive as well. It would in theory be possible to convert it to run on another machine (once you've got it off the disc), but that's a lot of work and not a project for a beginner.
I probably should of been more clearer I already have commodore 64 and am awaiting the powersupply , I didn't realise I didn't put that into the post , the lack of sleep and to much morphine. Really screwed up the post... I just assumed it was written in perfect legible English I have now had about 3 hours of sleep and read what I posted and thought my goodness....
The PE6502 is this:
http://putnamelectronics.com/products.html. That has Wozmon, a couple of BASICs, an assembler and a "mini-debugger" in ROM. I think it's expecting to be operated through a serial port, so you'd need a cable suitable for that.
If you don't wait until the board arrives, what do you imagine yourself doing? You can practice writing code, and stepping through it by hand to make sure it does what you expect. Or you can find a simulator and use that. But ultimately, the question of what you should be doing depends entirely on what you want to do. I don't think anyone else can answer it for you.