To make life easier for yourself, I’d highly recommend running Linux on a separate drive. The Linux distribution installers I’ve used will install the bootloader on whatever drive you choose to install on, but the windows installer will use the storage controller’s port ordering to choose which drive to install on.
Your best bet is to simply disconnect the Windows drive when installing Linux and to disconnect the Linux drive when installing Windows, then just use the BIOS boot selection screen to choose which OS to boot into.
You can add your Windows drive to Grub and you might be able to add your Linux distro to your Windows bootloader, but keeping them entirely separate is probably best.