On Ubuntu / Debian

apt-get install iperf3

On Windows download it from https://iperf.fr/iperf-download.php#windows

Make sure you create firewall rules to allow them to talk to each other e.g. allow inbound 5201 for the server

I'm paranoid so I go to virustotal.com and upload the files to check that no trojans are detected.

Run the server

Run the client