Hi, welcome to LQ!
You can do exactly that, by using a "Live CD" -- it boots and runs completely from the CD (or DVD, if there are live DVD's -- I'm not sure) and lets you see what the particular Linux looks like.
Note: As you might expect, running an OS off of a CD will make it run somewhat slower than it would if it were actually installed, so if it seems a bit sluggish, don't blame Linux
-- and if you really like it, you can install Linux alongside Win. Let's leave that for a later discussion, if need be.
Meanwhile, have a look on distrowatch.com, read about some of the MANY Linux's, and find one that interests you (probably from the top 10 or so on distrowatch, as they're the most popular/commonly used) which offers a LiveCD version.
A fine example, for a brand-new newbie, would be an Ubuntu LiveCD.
And -- wow, that list at the link provided by jcky looks really helpful! There are a LOAD of Live versions listed there.