MacOS host - VirtualBox - MacOS guest

Download the Catalina full installer from the Mac App Store, and look for it in the /Applications folder. Once you retrieve and install VirtualBox 6.1.12 (or later when available) and its available corresponding extension pack, you will need to follow the included VirtualBox manual for configuring the guest to locate and use that macOS .dmg. I believe VB will use the Catalina .dmg directly without a need to convert it into .ISO format.

VirtualBox support for macOS is still experimental and there are no guest additions available for macOS guests. Thus graphics and performance will not be a pleasant experience. A 16GB MBP will be the minimum RAM solution. Be certain to exclude your Guest container in the Time Machine preferences, or you will be backing up 60 - 80 GB everytime you use it. Be prepared for your MBP to run hot while using Catalina as a guest in VB.

Once you have your guest set up, you may want to manually extend the available VRAM beyond 128MB to a maximum of 256 MB. You can do this in the Terminal:

VBoxManage modifyvm "Guest name" --vram=256