You can install them all on any distro I believe. I use Arch and installing Plasma is just a single command, same with Gnome and the others. After install you can pick which desktop to use after the graphical login screen loads.
There are some annoyances, like for example if you have both Gnome and Plasma installed, and you type Files to open a file app, you get the Gnome file app even in Plasma since it’s named Files. To use the Plasma file app, you have to type Dolphin instead.
Same with settings app, I often open the Gnome settings app instead of the Plasma settings app by mistake since it’s called Settings.
But these are not bugs per se, it’s just because I’m used to typing something…