If you want to use windows on linux, you need to use a virtualizer.
A free open source one is called VirtualBox and can be downloaded here:
When you have that, you need an operating system iso file, and some time to make a virtual linux machine. It is quite straight forward, and you will end up with a system that you can use within half an hour or so if you take an easy distribution like Linux Mint. Just head over to downloads and choose whichever version you prefer. I like the cinnamon one.