From an end users point, Linux operates in a similar way to windows. Linux is an operating system, just as windows is an operating system. Normally, You can not run two operating systems at the same time.

Some people like to switch between operating systems, This is usually accomplished by using a dual boot setup to load either windows or Linux when you switch your computer on. It is possible to partition free space on your existing HD or use a second HD to install Linux in a dual boot setup. Creating a dual boot setup is recommended for advanced users only.

Windows programs are designed to run on windows, But they can run on Linux. Both CrossOffice and Wine do a very good job of providing a windows like environment so that your windows applications can run on Linux. Windows applications will run on the Linux desktop seamlessly, Just like they run on your windows desktop.

You should try to use native Linux applications if possible, And windows applications as a last resort. Most applications are available for Linux in some fashion or form. eg. MainActor, NeroCDRom, Office applications, Acrobat Reader, Firefox, Flash plugin, Java, Thunderbird and various media players are available as native Linux applications.