No, you have install Linux on a separate partition. If you have like 2 partitions, where 1 is for data and the other is for Windows system files. Then you can either wipe Windows and replace it with Linux and use the 2nd partition for data. Or you can just install Linux on the 2nd partition and have dual boot shared with WIndows.

I think you should just backup your data to a DVD or USB, and wipe the entire hard-drive and install Linux on it in default configuration (Linux installs with 2 partitions, 1 for its system files, and the other for your Home folder).

I will do a tutorial how to install Linux, stay tuned.