Yes, the SDK ships with the Sandbox, which is a simple in-memory implementation fully compliant with the DAML model. You can spin it up by running daml sandbox after you’ve installed the SDK.
I’m not aware of anything specific to Corda, but there is an on-cloud offering of a DAML ledger at Project:DABL. If I’m not mistaken there’s a free tier, so you should be able to use it to experiment.