If it is onPremise, they you need to install experience server for the studio to work.
But before installing experience server, you need to have the db setup and Thingworx installed on your machine.
Have you already installed Thingworx? If not, please follow the below guide to install db and Thingworx. https://www.ptc.com/support/-/media/860FD42193E045D297468C7BBA334F73.pdf?sc_lang=en
Once done with the Thingworx installation, please find below the guide to install the experience server(Skip this step if ES is ptc hosted)
Experience Service Help (ptc.com)
After completing the above steps, you can start working with studio
Vuforia Studio Help (ptc.com)
Hope this helps.