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If you can afford to buy it and possibly brick it, then sure, it's a good idea.
"installing operating systems" on a PC or Mac is usually just booting from a USB and going through a GUI. If you want to install custom ROMs to an Android device, you need to get comfortable with a few things:
What you need to do first (before you can install a custom ROM) is replacing the stock recovery on the phone, the environment that you boot to in order to do certain things like wiping system data and of course, flashing ROMs. For LineageOS, the recommended one is called "TWRP", and it is probably the best. There's a guide on the TWRP website for the XZ1 compact here.
Once you have the custom recovery in place, you would need to transfer the custom ROM to the phone, then follow the instructions on the LineageOS post to actually flash the ROM to your phone.
LineageOS 17/18/19 for Sony Xperia XZ1 Compact
This is a simplified overview, and is in no means a complete guide. I highly suggest watching some YouTube videos, and reading some of the guide posts over on the XDA forums before committing to this project.
Hope that helps!