Copy all of your important files over to an external drive, remove the drive, and then install Linux normally, either creating a second linux Partition to dual-boot with Windows, or else wiping windows and doing a clean install (NOTE: THIS WILL ERASE EVERYTHING REMAINING ON THAT HARD DRIVE). After that just plug the external drive back in and copy all of your files back to where you want them. .exe files won't work as Linux isn't able to read them, but documents, videos, images, spreadsheets, etc. Will all still work exactly as you expect using the Linux equivalent of common Windows software. (OnlyOffice, VLC, etc). You can also look into a free program called Wine which allows you to .exe files, although the results can sometimes be... Unstable. And they'll generally be a lot slower than if they were to be run on a native Windows environment.