I dual boot Windows 10 and Ubuntu, it was super easy to do years ago with a YouTube walkthrough, I’m sure there are even better ones now.
I’d recommend just finding one that makes sense to you and following that step by step, it’s a very straightforward process.
I’m not sure about secure boot, I had to disable mine.
I have a single SSD drive and have had zero problems switching between Windows and Linux for years.
Backing up your hard drive is the only precaution you need that I know about.
I can access Windows from my Lennox installation, and have transferred files from Windows to Linux, and I haven’t seen any problems. So anecdotally, I don’t think you’ll have any trouble with them being on the same drive.