Do not wipe & format your drive. Just install your Linux distro, and let it partition and format enough free drive space for itself, also leaving enough space for Windows. GRUB will be your bootloader, but you can set it to boot either OS by default after a certain amount of time, or boot nothing by default so you always choose.
If you have 2 or more drives, let Linux take one, and Windows the other. In either case, have Windows installed first, then install Linux, and you can chose which OS to boot at startup through GRUB.