You can either dual boot (which requires a restart since two OS's are installed on the same computer), or you can do it through visualization. Basically you install an OS "within" another, so Windows within a Linux install, and run it "virtually". That way, you are practically running the OS as a program on Linux, but you can use it exactly the same.
It's hard to explain without demonstrating it though
It's hard to explain without demonstrating it though