You can run Windows and Linux on the same pc in what's called a "dual boot" but it is fairly complicated and if you mess up you could lose everything.
I suggest you have a look at Linux Forums as suggested and there will be tutorials on how to do a dual boot on there if you're still interested.
Also, if you look under D in the tutorials list on this forum you will find similar tutorials.
Generally beginners, like me, go for Ubuntu or Linux Mint. These are "open source" and are distributed free so you would need to go to their sites and download an ISO image which you would then have to burn to a disk and then boot from the disk to install.
As I say, I'm pretty experienced with Windows and I struggle with Linux because it is very different.
I'm doing it out of interest and computers are a hobby for me. If you struggle with Windows I wouldn't bother with this unless you really want a steep learning curve.
Having said that, Linux is very slick and and does some things better than Windows and I'm finding it enjoyable to use and mess around with.
Hope this helps, John
If you decide to try this do your homework first