What they are trying to say is that a /boot partition is not needed.
Installing Linux of any variety is better done on / (root) and /home partitions. All others are up to you, including a /boot.
There is finally talk of having the installers for Linux actually automatically install on / and /home but it has not happened yet.
You will need to instruct the installer manually to do that if you want it. Left to itself you will be installed on just /.
It could be that grub will fail to pick up your MS install during the installation process. This means that the MS install will not be on the menu when you reboot. Do not panic.
When you get into the Debian OS simply pull up a terminal and run, as root;
I would be shocked if you rebooted and did not see the MS install on the menu after that.