Some operating systems, including MS-Windows, provide limited and sometimes inflexible support for multiple choices at boot time. GNU/Linux, on the other-hand, is well-equipped for booting multiple operating systems as is its philosophy of not restricting what one can do and encouraging choice and freedom.
If you want to include MS-Windows on your system it is generally best to install it first. MS-Windows/NT, for example, has a boot loader that likes to be in control and MS-Windows/98 is not so clever with multiple operating systems. Installing them first allows them to have the control they sometimes demand.
GNU/Linux provides a variety of tools for maintaining multiple operating systems on your one computer. There are plenty of options. In particular you can keep MS-Windows and install GNU/Linux as well. This will give you some sense of security in case GNU/Linux does not meet your needs. If GNU/Linux becomes your choice you can later remove MS-Windows and use the recovered disk space for GNU/Linux.
Dual boot is a little misleading since there's really no inherent limit (except for available resources) to the number of operating systems you might install on your PC. Generally it's two or sometimes three, but could be four or more! These might include MS-Windows/2000, MS-Windows/XP, and one or two versions of GNU/Linux!