You mention that you want ot install Linux "as a separate window". The traditional way of installing Linux is in a separate partition, with a boot manager that allows you to boot into Windows OR Linux. You could also run Linux as a Virtual Machine under Windows, though - check out
https://www.virtualbox.org/wiki/Linux_Downloads.
You may also want to look at Portable Ubuntu, which apparently runs an entire Linux operating system as a Windows application. I have not tried this, though. Check out
http://sourceforge.net/projects/portableubuntu/.