Keep Windows and install Winnux alongside. You can choose which system to boot each time you turn on your computer.
In Windows, open Disk Management and shrink your C: drive by at least 20 GB. The freed space becomes the Winnux partition.
# Alternatively via command line:
diskmgmt.msc
Boot from the Winnux USB stick and choose "Install Winnux" in the boot menu.
The installer shows:
Choose "Install alongside Windows".
After installation, restart. You will see a boot menu (GRUB) where you can choose Winnux or Windows.
If Windows does not appear in the boot menu, open Winnux Repair and run "Restore boot menu".