Burning Wheel HQ have chosen to not release Burning Wheel in PDF form, aside from the core rules. You can find the ‘Hub and Spokes’ core rules PDF for free at Burning Wheel Gold: Hub and Spokes
This is technically all you need to play the game. It doesn’t incluede lifepaths, though, which is basically the ‘setting’ of the game. You can use an unofficial tool like Charred Black or such to do character burning, or create your own lifepaths. I don’t advise the creating your own yet… without a feel for the game, you’ll likely do them pretty poorly, and I don’t imagine it’d make a good game, or give you a real feel for if you like it.
Those two things won’t give you advanced sections of the game, but it’s often advised not to start with them anyway. Alternatively, you can grab the free adventure Twilight in the Duchy Verdorben ( https://www.burningwheel.com/twilight-in-the-duchy-verdorben ) which comes with premade characters. There are a some points suggesting Duel of Wits in that, though, which you’d have to use a basic roll for instead, since that’s an advanced system.