If you want to try out linux (Ubuntu), this is BY FAR the easiest method. Just download this installer. The next time you reboot you can choose Windows or Linux:
Basically, a file (6GB by default) is allocated inside of windows and a boot loader is installed. On reboot, you can choose windows or linux. When you are done, you can uninstall it and it goes away. Or, there are ways to migrate that file into a fresh partition if you want.