I’m pretty sure you can. The exact steps depend on if you’ve installed Windows or Linux first, but you should be able to install Linux and dual-boot it (as in, be given the option on which OS to start in).
Hope it helps!
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TechTalker wrote – Or, you can simply download and install VirtualBox and run Linux as a virtual machine (guest operating system) on your Windows machine without having to mess with dual booting. Here are a couple of links that you should find useful -