If you have two drives, you can put linux on one and windows on the other fine
If you have one drive, you can split it into two at partition step.
I was pentabooting with 4 linux and 1 windows at some point. It works fine.
Just remember to save your microsoft account password somewhere just in case they lock your windows account for some reason.
Also a cool tip. Installing linux aftet windows works perfectly, but installing windows after linux often breaks grub.