Linux is, in simplest terms, an operating system. It is the software on a computer that enables applications and the computer operator to access the devices on the computer to perform desired functions. The operating system (OS) relays instructions from an application to, for instance, the computer’s processor. The processor performs the instructed task, then sends the results back to the application via the operating system.

(source: http://www.linuxfoundation.org/what-is-linux)

If you want to install Linux in your computer with Windows, you should follow the next steps:

http://www.everydaylinuxuser.com/2014/05/install-ubuntu-1404-alongside-windows.html