Each HDD needs its own "partition", for each OS you intend to install.
Windows, (without a doubt), will overwrite everything in its path during the install.
When you partition the drive (HDD or SSD), the computer will see each partition as a separate drive. So, Windows would go on "C:/" and Linux would likely go on "D:/".
Linux installs a "boot manager", which on boot up, asks you which OS you are choosing a launch.
In this instance, the easiest and most foolproof method to establish partitions, is to decide how much space you need for each OS, then format and partition the drive itself on a different machine. Then when you're going to do both OS installs, you're all set up and ready to go.
Since you're asking a question this basic, it would behoove you to seek the help of someone more experienced and familiar with the process