There is also the possibility of running other OS in a virtual machine. Like www.virtualbox.org

If you do that you don’t leave Linux, but spin up an environment where you can have a full installation of i.e. Windows running. Your Windows environment is not aware of Linux, which it is hosted on, and should behave like a normal Windows machine.

I may sound complicated, but is pretty easy to use when you get going. Try watching a few videos on the subject if you are interested.