I recommend you shrink the windows partition on the internal drive and install Linux in the then empty space. The extra disk you have can be used as and extra disk or you can create mount points for /home and other directories.
Microsoft does not recognize other operating systems as “equals” (WSL is not Linux being week. It’s making Linux a puppet controlled by Windows) and therefore they design everything Windows as it was the only OS in the world. Therefore keeping Windows will often require some extra acrobatics from you.